You can change your PIN to almost any number you like, but remember not to pick a number which could be easily guessed, for example your birthday. Many cash machines have letters displayed on the keypad and these can be used to make an easily remembered combination. Some easily guessed numbers or combinations of numbers may not be allowed, for example 1234.
Your PIN is the key to your account so always keep your PIN secret. Never reveal your PIN to anyone, not to someone claiming to be from your bank, the police and especially not to a "helpful" stranger. If you ever think someone else knows or has seen your PIN, then you should change it as quickly as possible.