My MacBook Pro was stolen. What can I do?

See the following from If your Mac is lost or stolen - Apple Support

If you can't find your Mac or didn't set up Find My

Find My Mac is the only Apple service that can help track or locate a lost Mac. If you didn’t set up Find My Mac before your Mac was lost, or you can’t locate it, these steps might help you protect your data:

1. Change your Apple ID password to prevent anyone from accessing your iCloud data or using other services (such as iMessage or iTunes) from your Mac.
2. Change your passwords for other accounts you use with your Mac, including email, banking, and social media sites like Facebook or Twitter.
3. Report your lost or stolen Mac to local law enforcement. They might request the serial number of your computer. You can find this information on the original box or receipt you received when you purchased your Mac.

audie115 Said:

"My MacBook Pro was stolen. What can I do?: What can I do? Its not showing up on 'find my'? I really don't want anyone hacking into it as its easy access to my life."

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Secure your Info:

A. Verify your Devices:

Verify that all devices are logged in to your account, by using this link: Check your Apple ID Device List to See where you're Signed in - Apple Support

then...

B. Modify your Credentials:

Having been stollen, someone lily has your credentials. So, by all means, modifying them.

• Modify: your login credentials (Using Both a New eMail and a New Password for each and all sites)
• Associate: a different method of payment to your account
• Enable: Two-Factor Authentication for Apple ID and for all other accounts that have such an applicable option

Follow these instructions: https://support.apple.com/en-us/HT204756