Changing the SIM PIN
If you're with Vodafone, then your default SIM PIN is 0000. If you don't change it, then anyone can take the SIM out of your phone, put it in another phone, and use that phone to send and receive texts as if they came from your phone.
The possibilities for fraud are many. It's nearly as good as being able to know the password for your phone, because many two-factor authentications rely on sending a text to your phone with a code that you then type in to a web browser to prove that you are you.
So it's important that you change your SIM PIN. With an iPhone, go to Settings > Mobile Data > SIM PIN. If you have an iPad, go to Settings > Mobile Data > SIM PIN. With an Android, Google for how to do it.
If you've never set a SIM PIN, give it the default code (0000 for Vodafone other companies might use something else, use Google or call your phone service supplier). Then when it asks, make up a PIN number (and write it down somewhere safe, such as your "Black notebook of Passwords). Don't store it on your phone!
If you give the wrong PIN, then after three tries, it locks, and the only way out will be to ask your phone service provider for a replacement SIM.