The number often isn't stored anywhere on the phone or SIM.  It
doesn't need to be.

The standard place for it to be stored (if it is, in fact,
stored on your equipment) is the first entry in the "own
numbers" SIM phonebook.  Depending on the SIM, this phonebook
usually has only 3 possible entry locations.

Many devices allow you to edit that entry however.  It doesn't
have to be correct - it's "for information" only.

John