Order Number Problems
Just to clarify: this forum is manned by Fans of LEGO, not by the LEGO Group themselves.

That said, LEGO order confirmations sometimes take a little while to arrive (a couple of hours). You can always check your order status online (if you were logged in to shop.lego.com and/or have a VIP account), the US-based Order Status page is here.

Finally, if it's been longer than a day, call LEGO Customer Service. The US number is 1-800-835-4386 (check the LEGO website for your local access number if you're not in the US).