Thankfully, this is one of the easiest things to sort out once you arrive in Australia.
You'll need a tax file number (TFN) for your job, so you get taxed the right amount, and for your bank account.
If you're on a working holiday visa then you can apply online and it's a very easy process. They then post you your TFN, and say it will take up to two weeks, but mine arrived within a week.
There's also the option to print out the form and hand it in to a local post office, if you can't do it online.