How can I retrieve my stolen iPhone?

That’s a scam message attempting to phish your personal info to break into your phone and/or take-over your AppleID identity.

(The thieves most likely obtained your phone number from your stolen SIM)

It’s NOT from Apple.

Do NOT reply.

Do NOT follow any links.

Do NOT provide ANY personal info or credentials.

DIVULGE NOTHING!!!

Did you respond to the message from “Apple” (that was really from the thief) and enter your Apple ID and password? If you did the thief used that information to remove Activation Lock from your phone, and probably also steal all of the content from iCloud and your phone if you backed up to iCloud, so take steps to protect yourself based on the likelihood that your identity has been stolen.

See→If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support

Perhaps:

FindMy was not pre-configured on your device … or …

You device passcode was known to the thief (or easily guessed) … or …

Your phone didn’t have a passcode set … ???