To get your IMEI, go to Phone > keypad and type *#06#
EDIT - Actually, just saw you said you lost your phone!
Call your operator/carrier with your mobile number and account info and they may be able to block if stolen.
Use 'find my phone' feature via your laptop or look for your bill or a barcode on your box there below barcode you will find imei. I suggest use find my phone as it is very costly method using imei tracking.