While clicking on the Set up my PIN link, make sure that your system is connected to the Internet in order to complete the reset PIN process.
You need to sign in to Microsoft account first to verify your identity.
Once the identity has been verified, you can re-setup your PIN.
If you like, you can steps in this fix:
https://www.kapilarya.com/fix-something-went-wrong-and-your-pin-isnt-available-in-windows-11
Let us know if this helps!
Note: Included link(s) in this reply refers to a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.