I need some more knowledge about iCloud.

See -> If you think your Apple ID has been compromised

If you think your Apple ID has been compromised - Apple Support

Changed my iCloud password/apple ID.

Then see this Apple article: What to do after you change your Apple ID or password

What to do after you change your Apple ID or password - Apple Support

👉 To keep your Apple ID account secure, see the following Apple articles:

Manage and use your Apple ID

Manage and use your Apple ID – Apple Support (UK)

Recognize and avoid phishing messages, phony support calls, and other scams

Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

Phony "tech support" / "ransomware" popups and web pages

Phony "tech support" / "ransomware" popup… - Apple Community

Identify and filter junk mail in iCloud

Identify and filter junk mail in iCloud - Apple Support

Identify legitimate emails from the App Store or iTunes Store ->

Identify legitimate emails from the App Store or iTunes Store – Apple Support (UK)

Set up iCloud Keychain

Set up iCloud Keychain - Apple Support

Create a strong password for your Apple ID, It is best if your password consists of eight or more characters and include upper and lowercase letters, and at least one number. You can also add extra characters and punctuation marks to make your password even stronger. 

Never provide your password, passcode, security questions, verification codes, recovery key or any other account security details to anyone else. Apple will never ask you for this information.

See also the following Apple articles:

About the 'Trust This Computer' alert on your iPhone, iPad, or iPod touch

About the 'Trust This Computer' alert on your iPhone, iPad, or iPod touch - Apple Support

Authorize or deauthorize your computer for iTunes Store purchases

Authorize or deauthorize your computer for iTunes Store purchases - Apple Support 

Get a verification code and sign in with two-factor authentication

Get a verification code and sign in with two-factor authentication - Apple Support

Check your Apple ID device list to see where you're signed in

Check your Apple ID device list to see where you're signed in - Apple Support

Here is what Apple recommends:

https://help.apple.com/pdf/personal-safety/en_US/personal-safety-user-guide.pdf

The above includes resolving location-sharing access, and a number of other details to review.

If there is any possibility of compromise… Change your passwords for your email accounts to new and unique and robust passwords, establish or change your cellular provider PIN or passcode, your device passcode, and any passwords related to any password-reset paths. Verify all trusted telephone numbers associated with your Apple ID are as expected, too.

In addition, I’d suggest establishing a record of this recent activity (whether with a divorce lawyer, local police if that’s an option for you, local victims’ services, with a close confidant, or otherwise) as these cases can unfortunately persist and can escalate.