While there, I remembered that it would be a good idea to ask them to send me a PIN number, because I threw it away when it originally arrived and had no idea what it was, but it's only a matter of time before I have to use it (particularly if those overseas types think the UK now has Chip and Pin, though I've never previously had a problem with using a signature for a credit card abroad).
I noticed the 'Egg Card PIN' link on the menu bar. I was a bit surprised that it wasn't a link to request a new PIN, it was a link to tell you what your current PIN is. OK, I had to enter all my security details and the security digits on the card itself to get it. But I'm still not convinced that was really a Good Thing.