No, you don't know your password, you don't have a password, the whole point of this is they need you to make a new password. This is a new system, therefore you need a new password. They can transfer over your username and your personal info because that's all stored in plain text. Passwords, however, are not stored in plain text and can't be transferred over in the same way. So, to make things easier, they just wipe out the password and have you make a new one when they transfer everything over.
Go to mscdirect.com/welcome-enco, input your username and your e-mail address and have them send you a temporary password, then use that temporary password to access your account and then change your password to whatever you want it to be the next time you log in.