There are two different PIN codes—your Confirmation PIN and your Card PIN.
Your Confirmation PIN (mobile app) is used to confirm all actions made within the app, such as transfers, password changes, etc. You set it up from the app when you register your smartphone for the first time.
You can change it from My Account > Credential settings > PIN > Change your PIN > OK
Your Card PIN is used to make withdrawals and pay in shops with your card. You get it over the phone once you receive your card by post.