My iPhone was lost and I have not claimed it but it seems removed on lost mode so what can I do to claim it

Did you get an email or text saying it had been found, with a link to log in to see where it is? If you did, sadly, that was a scam to steal your Apple ID and password so they could disable Activation Lock. If that happened change your Apple ID password immediately.

What claimed exactly?

Read here => If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support