Login to https://account.samsung.com/ and go to Security > Two-factor authentication > Send code to devices and remove the phone that you lost, from here. Toggle on the option for your new phone (if not already done so).
If it asks for a password, then this is the password of your Samsung account.
For some reason, if it does ask for a code which you are not able to provide, then it is best to contact Samsung Support. They might be able to change the settings/update details in your account.