i got a message on my phone saying my id and password were used to set up a new phone ,what do i do ?

Click on this link "If you think your Apple ID has been compromised" --> https://support.apple.com/HT204145

'Checklist: If you want to see if anyone else has access to your device or accounts' click here --> https://support.apple.com/HT212021

Security and your Apple ID - https://support.apple.com/HT201303

Contact Apple for help with Apple ID account security - https://support.apple.com/HT204169 "This article provides country-specific Apple Support contact information for customers seeking help with their Apple ID password or other security-related issues." Better for directly reporting an issue.

As a precaution, change your password.

 Apple ID Password Change.      

 What to do after you change your Apple ID or password - Apple Support     I suggest doing this before you change your Apple ID or password.

One of the first recommendations in the first article I provided is: Change your Apple ID password and choose a strong password.