First thing is to call the police tell and them what happened and everything you remember. Every detail will help them. Time (if you have a good idea) when it was stolen. Where it was stolen from, where you were, if you were with other people or alone, where your vehicle was, and even if you remember how much gas was in your vehicle, every detail helps. If you are lucky enough to have OnStar, which is a General Motors feature in their vehicles they will be able to locate your vehicle let the police know and shut the vehicle off.
The second phone call will be to your insurance company. They will and (may direct) you to a specific person at the agency. They may have a specialist that handles stolen vehicles and even offer an after-hours phone number to call them. Tell them the police report numbers (they may ask for a copy of the police report as well) and answer all their questions. Keep in contact with your specialist and the up to date information they may need, which will keep your case moving along.
The third phone call is to tell everyone you know. Your family and friends and I would even personally post to my social media accounts. The more people that are aware that your car is stolen, the better, as maybe someone saw it or has information that can help your case. When you are posting your information also post the police department you are working with.
Now the burning question, Do I need to hire an attorney?
Well, that depends on two things; are you the witness, or are you the accused?
If you are the witness in your own case you will not need to hire an attorney, because you will be assigned an Assistant District Attorney who will go to court for you. You may not have to go yourself unless you are subpoenaed. You may also receive a form to fill out called Application for restitution and victim impact statement. It may have questions on it like, have you suffered any financial losses? Were you injured? In what other ways has become a victim of crime affected your life? If you did steal your own car (for whatever reason you may have) yes, you do need an attorney. The type of attorney you will need is a criminal law attorney. They will do their absolute best to win your case.