Lost iPhone is activated by other person, when phone was in lost mode.

My phone was stolen about one month ago in Barcelona. I have activated lost mode in "Find My iPhone". Today, I have received message via iMessage, which says that my phone is activated and by going through given URL I can find new phone number and location. I opened URL and logged in, but nothing happened. Then I logged in to my iCloud via web browser and saw that my lost phone is removed from my devices list. Now I don't know message was spam and now all my data available for someone else or message is really from Apple.