You can check your user credentials are working by logging into Governement Gateway here: http://www.gateway.gov.uk
However please note, it is absolutely necessary to activate your Government Gateway password in order to be able to submit Self Assessment tax return. You will have received instructions on this from HMRC.
If you can login to https://online.hmrc.gov.uk/login you should be able to see your UTR in the top right hand corner near your name.
If you have any questions or issues with your Government Gateway ID please contact HMRC directly on:
0300 200 3600
If you request a replacement Government Gateway user ID or password between midnight 22 and midnight 31 January GMT, you must file your tax return online before midnight 15 February to avoid receiving a penalty.