Erase data on Phone

Here's some general information-->If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support

For your specific question, use a computer to log into https://icloud.com/find, select your phone from the list of devices if you have more than one and put it in Lost mode. If the phone did not have a passcode you can add one here and you can display a message on the screen. You can then erase it, but if you do you will no longer be able to track it.