Yes, I haven't done that yet.
In that case we need to see proof of U.S. citizenship. We can accept only certain documents as proof of U.S. citizenship. These include a U.S. birth certificate or U.S. passport.
What if I'm not a U.S. citizen?
Well, then Social Security will ask to see a current DHS document. A  I-551 Permanent Resident Card would be an acceptable document.