You can change your PIN at any ATM that has the PIN change function on it.
PIN Change is available on all ATMs that accept MasterCard in most EU countries. Unfortunately it isn't available in Belgium, Luxembourg, Austria, Germany, Spain and France.
Please make sure you choose a 4 digit PIN - Curve won't support any PINs that are longer than this.
Remember you can see your PIN in the app. For the iOS app, it's under the burger menu and then 'My Curve card'. In the android app, it's under the bottom left icon 'Curve'.