A Tax File Number (TFN) is a unique number used throughout your working life. It is not compulsory to have one, but if you don't have one you will lose nearly half your wages in tax!
Find out all about TFNs here::
If you are a secondary student the easiest way to get a TFN is via the secondary schools TFN program. Applying this way is easy because your school verifies your identity. You don't need to provide any evidence of identity documents (although you will need to provide some details from eg a birth certificate if you were born in Australia, or citizenship document or overseas passport if you were born overseas) . Check with your school to see if they are part of the program.
More about the schools program here:
http://www.ato.gov.au/youth/content.asp?doc=/content/39656.htm
If you are not enrolled in a secondary school, or your school doesn't participate, here's more on how to get a TFN:
http://www.ato.gov.au/youth/content.asp?doc=/content/40962.htm&mnu=11648&mfp=001/013