EPP stands for "Extensible Provisioning Protocol". It is an authorization key provided by a previous registrar and required by a new registrar to complete the registration transfer for a domain name. The code acts as a security code for your domain name so that only you can transfer the domain.
To obtain the EPP code from your current registrar, simply contact them and specifically state that you want to acquire "EPP Code" or "EPP Key" for the domain name you wish to transfer.