Scam or Real ( has been stolen )

You cannot do anything with your IMEI except to report that to your carrier. Not all carriers subscribe to blacklists, and considering the device has probably been sent out of the country, it won't matter. Your biggest concern at this time is what I mentioned earlier, change your Apple ID password to get control of your account back.

Just to add to what ChrisJ4203 stated, see the following Apple Support articles below regarding how to change your Apple ID Password and what to do afterwards.

Change your Apple ID password

What to do after you change your Apple ID or password

If you clicked on any of the links in that message, then you have compromised your account. Apple did not send that, nor will they ever send you a text about finding your iPhone. The compromise of your account details allows the thief to remove the device from Find My iPhone and be able to restore it and use. The phone is gone, and you need to change your Apple iD password as soon as possible and make sure that you have 2-factor authentication activated.