You need to go to: Apple - My Apple ID on a computer, and change your Apple ID and password IMMEDIATELY.
Also, read this article and follow all of the instructions in the article:
If you think your Apple ID has been compromised - Apple Support
When you went to that link and typed in your iCloud ID and password, you essentially sent it to the thieves who have your phone.
Report it to the police, and follow the instructions in the article linked above.
Best of luck,
GB