No need for undue anxiety.
Your iPhone is already VERY securely “locked” by your passcode - assuming that it’s known only to you and not easily guessed.
Without the passcode the phone can’t be “cracked”; and your data is safeguarded, even from VERY sophisticated criminals.
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WARNING: Going forward - in the coming days, weeks, or months - EXPECT messages from the thieves - claiming to be Apple (or the police) - attempting to obtain your personal info so as to be able to break into your phone and/or AppleID.
These are criminal phishing attempts which can appear VERY polished and convincing.
Disclose NOTHING and do NOT follow any links they might contain.
They are NOT from Apple or anyone legitimate.