The catalogue number is your item number on the release.
You create the number yourself, and it can consist of both letters and digits.
An option is to use your own initials, or your record label's initials, if you have one.
To keep track of your releases, you might want to create your own numbering system. Example:
Release 1: "My Record Lable" = MRL 001
Release 2: "My Record Lable" = MRL 002
And so on...
On CDs and LPs, the catalogue number is commonly printed on the back of the release.