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Did you buy the phone with the SIM card? Or was it SIM free? Note that you need to have a SIM card inserted in order to use telephony services. Basically there is no way to find out your number from your phone itself. See your documents. If not and if the SIM is inserted and is active, call a friend who has CLI facility, then your number will be shown up in his/her phone. Or simply send a text message to a friend with a mobile and see what's the number. Your network might provide with alternative solutions to find your number too.
If the number is stored on the SIM card (very few network operators put it there), you can, at least in S60 based phones see it via: Contacts -> Options -> SIM contacts -> SIM directory -> Options -> My numbers
But as stated, the number is rarely there (I've never had a SIM card from any operator where the number would have been on the card, and I've used GSM mobile phones since 1994).