Check on the box of the phone. or somewhere on the reciept of the phone. (assuming you got it legally)
International Mobile Equipment Identity = IMEI, bascially its like a serial for people to track your phone and where it is abouts. Most people report the IMEI numbers of stolen phones to police, as they can check it against their database to see if its stolen or not.
Also your phone company should know the IMEI number too, they I think some networks can track the IMEI number if someone makes a phone call from it.
Hope this heaps!