someone used my apple ID and ordered an item and this person located the delivery to chicago, well I didnt order anything , how can I deny this thing to happen again, and how can I know this person, does he/she has to know my password to set an order

You should definitely change your password, and add 2 factor authentication to your account.

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

You should contact your credit card issuer and file a fraud notice.

It's also possible no one ordered anything using your Apple ID.

How did you find out that this happened? If you received an email saying so it was probably a scam to steal your identity. Did you click a link in such an email and enter any personal information? If so, you need to change or cancel any information you entered such as passwords and credit cards. See: Identifying fraudulent "phishing" email - Apple Support

That is absolutely, definitely a scam email. It is NOT from Apple. You have now given criminals your credit card details and enough personal information to use the card to spend up to the card's credit limit. Call your bank IMMEDIATELY and cancel the card, and report it to their fraud department.