First you need to sign in to icloud.com Once you are signed into that you should immediately go to Find My iPhone

When you're there, notice any devices signed in and note their location:

Notice the dots and where they are. You can even zoom in and get a better idea of where they are.

If you notice devices that aren't yours and you're using a Windows device to look this up press Windows key + Shift + S to copy the screen. Then click on the popup in the corner and save it as evidence.

Next go to Settings:

Here you can see all the devices and their names. This will let you know if there are any unapproved devices signed in that you might not have noticed on the Find iPhone.

Next go to the Manage section at the top of that same screen. This will open another website for you to change your password and add two-factor authentication or 2FA for short. 2FA is great because it means that someone has to enter a code to sign in with your apple ID.

So you will need to Change the Password AND enable 2FA here.

On that same screen you should see a section called "Devices" this is the final thing to check and see where your apple ID is signed in. Mine even shows where I signed into my TV:

If you see any unapproved devices there (take my TV for example) you can click on it and click on Remove from Account