It is a necessary information for the import and export trade, which is to assist customs clearance for the goods to be sent overseas, especially in Europe and Brazil.  
In Europe, VAT is for individuals, EORI is for companies
In Brazil,  CPF is for individuals, CNPJ is for companies

What should I do if I do not have it?
You can fill in with your ID number/passport ID in the required area as well.