My worlds worst nightmare.
Had the sim blocked, and the phone is locked, but I can just imagine the scum bag unlocking it and  searching through my texts, pictures, and videos.
Makes me feel ill with worry!

No one died though, so move on.

Always worth backing up your phone regularly.

I forgot to mention backups. I have a backup application which saves SMS and call logs and address book to Google Drive. Note this is not encrypted nor is the cloud an adequate backup. If you have some apps on your phone it's also a good idea to save the last known good one as the latest version on the store may not work on a phone with an older OS if you restore it.

If your address book is backup up by Google don't reload the address book from a backup or you will have to remove duplicates. The web version of GMail has a remove duplicates feature.

For privacy reasons and to remove a dependency I'm trying to move away from Google.

My work phone was getting really sluggish. On Android this can sometimes be solved by deleting the cache for Google Play Services and Google Play store. This worked for my phone. It may save you doing a factory reset. If you do a factory reset you will need those backups.