I lost my phone

Assuming that you want to delete messages and photos on your lost iPhone so that others cannot see them:

(1) you should have no fear of people seeing them as long as it has a strong passcode protection number.

They'll need to reset the iPhone to default factory settings (which will erase all of your personal data) to access this lost locked iPhone.

(2) if your lost iPhone is not passcode protected, then you can delete your photos (if it's saved on the iCloud) by logging into your iCloud account on any computer via (https://icloud.com) and manage (download it first - so you don't lose it and then deleting them from the iCloud). NOTE: any photos not saved on the iCloud will reside on your iPhone and cannot be deleted via logging inthttps://icloud.com). Unfortunately this does not apply to text or voice messages.

(3) The best way to protect your lost iPhone content (irregardless if it's passcode protected or not) by remotely factory reseting your lost iPhone. To do this, log into your iCloud account on any computer via (https://icloud.com), click on "Find iPhone" app, click "All Devices" at top of screen, then click select the lost iPhone, and then click "Erase iPhone".

If you set up Find My iPhone you can log into iCloud and erase it but at that point you will no longer be able to find it. If you had a strong passcode no one should be able to access anything on it.

Yes, if you log into your iCloud account and select the missing iPhone it will give you the option to erase it.

You won't be able to track it or erase it.