If you don't have an SSN or an ITIN you'll need to apply for one or the other before you can file your return.
If you qualify to get an SSN applying for one is easy. Go to Social Security Online, the administration's website, and search for Form SS-5. This form is the paperwork you need to fill out for a Social Security number.
If you don't qualify for an SSN then you'll need to apply for an Individual Taxpayer ID number (ITIN). The IRS issues ITINs to foreign nationals and others who have federal tax reporting or filing requirements but don’t qualify for SSNs.
You can apply for an ITIN at the IRS website by downloading Form W-7.