Track and find a stolen mobile phone is often done in vain. If you forgot it somewhere there is a chance to locate it, but if it was stolen for example by a pick pocket, they usually know to turn it off immediately and then wipe it before it has a chance to report it’s location. But it is worth a try.
Apart from that, call your provider to lock your SIM card and the phone IMEI numer (makes it unusable with other SIM cards). Change passwords for all the apps you had installed, like Facebook, email etc.
Android: Use Android Device Manager and login using the same Google account you used to initially set up the phone. Click on Locate device.
iPhone: Use iCloud and login using your Apple ID. Can be used to find your missing Mac, iPhone or iPad.
Windows phone: Use Microsoft and login using your Microsoft Account (former Windows Live ID). Go to Find my device.