A National Insurance Number (NIN) is the same as a Tax File number in Australia, and a Inland Revenue Department number in New Zealand.
You will need your NIN to work in the UK. However, although the NIN can take several weeks to get posted to you, you can still start work as long as you have applied for it. You may already have a NIN printed on the back of your Biometric Residence Permit (BRP).
It is very important you crack on and register for your NIN as soon as you arrive. Also, you cannot apply for a NIN before you get to the UK. Y0u can only apply for one after you have arrived in the UK.
To apply for you NIN, see below:
Phone: 0800 141 2075