Lost iphone 5, what can I do?

I lost my iphone 5 about a month ago. I'm not sure if I had activated "find my phone" feature on the phone, my suspension is that I hadn't, is there anyway I can track it?

I've tried find my phone in icloud but it always tell me that devices are offline. Does this mean that the phone is not connected to the internet yet? Or is it because I probably hadnt activated the feature so it doesn't work! The phone is now in lost mode and I have left a message asking the finder to contact me.

I did have 4 digit pin on my phone like everyone else so I'm wondering if anyone can access my phone without knowing the pin?

Is there anything I can do except hope for the best?
I'm worried about my data and photos in the phone as well. I'm not sure if someone else has access to them now (no body has logged into my facebook, twitter etc yet). I think lost option is to delete account and erase iphone but my understanding is that with that feature I will never find my phone again!

Use free anti-theft iLostFinder in future.