What number would I use for a EIN if I don't have a W2 for unemployment funds?

You do not get a W-2 for unemployment, you should get a 1099-G.  If you are being asked for an EIN, it sounds like you are entering the 1099-G in the place for the W-2.

 

To enter your Unemployment Income you will click the following:

1. Federal
2. Income and Expenses
3. Show More next to Unemployment
4. Start Next to 1099-G Unemployment
5. Walk through the steps to enter your 1099-G from Unemployment

Don't forget to delete the W-2 entries.