first of all, block your ATM Card, and all other cards that can be used for any payment by calling at the respective customer care number, thereafter, file an online FIR . After filing the online FIR you must visit the concerned police station within 3 days of registering online FIR, to put your signature on the FIR . For example, if you are residing in Delhi go on this link for filing the E FIR https://delhipolice.gov.in/viewfir