A MAC address looks something like this:
It belongs to your network adapter and is used by the MAC sublayer to identify your computer on a network. It's not a unique identifier for various reasons (also explained in other answers here), but if you're lucky, you can trace back the laptop if it's ever found again.
Looking in your documentation …
If you can find it somewhere in your documentation that came with the laptop, then you're lucky. Apart from that, it'll be hard to find it elsewhere, although there are some possibilities.
WiFi access points you've connected to
If you've ever connected to a WiFi access point, you might be able to find your MAC address in its logs (or DHCP lease table) accessible through the access point's configuration website. This is because your laptop's MAC address is used as a unique identifier to tell the access point which IP address to assign. However, it's possible the access point already "forgot" your laptop, and it won't show it anymore.
A directly connected modem
In some cases, if your computer directly connected to a modem, its MAC address was used to identify it to your Internet Service Provider. In that case, you could check your modem configuration for the MAC address, or even your ISP registration forms.
I'd also suggest to look for the serial number of the laptop. It should definitely be available somewhere in the material that came with the machine. The serial number could also be on a warranty card, a sticker, et cetera.
However, note that MAC addresses can be changed – so there's no guarantee a knowledgeable thief hasn't already changed it, at least if the hardware allows that. The same goes for the serial number that's somewhere on a sticker (or even engraved) on your the machine. It's basically like stealing cars – even those could get new fake serial numbers if the thief is clever.