Then what happens?

I received after a couple of weeks my national insurance card attached to a letter, I kept the letter because it is an official document with my name and address on it and later prove to be very useful when i needed to prove my address when i had nothing else to show. You must keep the card safe for the rest of your life.
When do you need your national insurance number?
Anything to do with taxes, starting a new job, when you registrer with the NHS.
So it is important not to loose it!