I don't know but I do know how to find out - go to the support section
of the Nokia website, locate the page that covers the Nokia 8800, find
the PDF of the user manual and use the Acrobat Reader's search function
to search for relevant keyword(s) such as "security keyguard code" or
"default".

I'm pretty sure you'll find the required info this way.

Nokia UK product support pages:
http://www.nokia.co.uk/A4222002

12345 is the default on all the nokias i have owned