Aside: If your iPhone was stolen, you may want to mark your iPhone as Lost, and to consider remotely erasing it. The purpose of this is to trigger Activation Lock and to make your phone a useless "brick" to the thieves. While odds are that you'll never get your phone back, if thieves know that stolen iPhones are likely to turn into "bricks", that reduces their incentive to steal iPhones in the first place. (A similar approach worked well for car stereos.)
Find your lost iPhone or iPad with Find My - Apple Support
Do not carry out the step about removing your iPhone from the list of devices that are associated with your Apple ID, unless you want to clear the Activation Lock and let the thieves "make your iPhone their own."
If you get messages from "Apple Support" or the like, claiming to want to reunite you with your iPhone, don't bite. Those are not from Apple Support, but "phishing" messages from criminals, who want you to
- Release the Activation Lock
- Give them the information they need to release the Activation Lock
- Give them the information they need to scam you in other ways