A strange roadblock

I've been driven to posting this entry on account of a very strange problem.

Bank PINs are a necessary evil. Modern society has adjusted to making peace this it. I've had my fair share of PINs. They were a pain but never
a problem.

But that was until today. I opened a Citibank account in New York recently. All was well. And then I received my PIN in an envelop...except that the PIN rectangle was a blank!
In desperation, I turn to calling the number pasted on my debit card. After following the formalities, they asked me for my SSN. I'm new to the US and have no SSN. What on earth am I to do?