Setting up a lock by SIM card PIN is an old yet efficient way to make your device secure. If you've already known the default SIM Pin on your Galaxy S4 and want to change it, do as follows:
** Note that, this Android tip can be applied to other Android devices too
1. Open Settings application and go to More tab
2. Open Security.
3. Scroll down and tap "Set up SIM card lock"
4. Make sure "Lock SIM card" is enabled, and then tap "Change SIM PIN"
5. First enter the old SIM PIN, and then change it to a new one
Read More Galaxy S4 Tips and Tricks