You would have received the CDSL TPIN, a 6 digit code, as an SMS and e-mail directly from CDSL when your Zerodha account was opened. CDSL is the institution (depository) that holds your demat account.

See What is the CDSL TPIN and how do I use it to sell my stock holdings?

Generating a new TPIN from Kite:

1. Click on the Authorisation option in the Holdings tab on Kite and continue.
2. Click on the Forgot CDSL TPIN? in the authorisation screen.
   
3. A new TPIN will be sent to your registered mobile number and e-mail ID ^1.

Generating a new TPIN on CDSL’s website

1. Visit edis.cdslindia.com
2. Enter your 16-digit demat account BO ID (see What is my BO ID? ) and PAN.
   
   
3. An OTP will be sent to your registered email address and mobile number for verification. Enter them.
   
4. On successful verification, you will receive the CDSL TPIN on your mobile number and email address ^1.
   
   
   

Notes
¹ if you have an NRI account, then the CDSL TPIN will be sent only on e-mail. See Terms and conditions on demat consent.

See How to setup CDSL TPIN when selling stocks & mutual funds (video)