Most likely you're using Google or Facebook for that lost account. The password recovery is relevant only for Stack Exchange own login.
So depending which provider you used, you should recover your password either here for Google, or here for Facebook.
If you've used other provider (e.g. Yahoo) your only option is to ask for account merge as explained here....
The steps have changed slightly:
Go to your profile by clicking on your avatar.
Click on the "Edit profile and settings" tab.
Click "My logins" near the bottom on the left.
Then click the "add more logins..." button.