It is possible that with the email address you are trying to reset the password, you actually haven't got a registered customer account, meaning that you have probably placed your previous order with a guest account, just by entering the shipping information.
On the other hand, it could also be that you simply signed up to our newsletter. The newsletter and the customer account are two different things, since receiving all the communications from Freshly does not imply having a customer account. If you wish to create an account, you need to click on the little person icon you'll find on the top right corner of the screen, and then click on "No account? Create one here."