An IMEI number is a unique number applied to all devices that accept a SIM card for mobile communication, on older phones this number can be found under the battery on your device, in newer devices this number will either be on the back of the device or in the device settings.
Ways to get your IMEI
Dial *#06# as you would calling any number, and your IMEI should appear.
Check the back of your phone or under your battery.
Sometimes it may be printed on your SIM tray.
Some devices such as iPhone list the IMEI under Settings > About (or Technical Details).