A SIM PIN is a four to eight digit code that is used to prevent unauthorized use of a SIM card. The default PIN for an AT&T SIM card is 1111. A PIN Unlock Key (PUK) code is required to unlock SIM cards that have become locked following three successive incorrect PIN entries. More info at AT&T Website.
There are other types of lock/unlock on your Windows Phone 8 device that you may be interested to know.
Screen unlock. This function helps prevent other people from using your phone without your permission. More info at Microsoft website Lock screen privacy FAQ
Carrier network unlock. Devices sold by carriers or through their retailers are usually locked to their network. This prevents other non-carrier authorized devices from accessing their cellular networks. However, this becomes a problem if you’d like to use the device with a different carrier’s SIM card, for example, if you are traveling abroad. You can call your carrier to ask if they can give you the unlock code and help you unlock your device. Or, you can use third-party tools at your own risk.
Developer unlock. If you want to test and debug your Windows Phone applications on your device, you must sign up for a developer account and register your phone using your Microsoft account. Check How to register your phone for development.