An excerpt from the Federal Trade Commission:
If you spot one of these signs, let the appropriate companies know and report your identity theft to the Federal Trade Commission, and your local police department. Freeze your credit and close your credit accounts as soon as possible. Still not sure what steps to take? This website will walk you through recovery steps based on what was lost or stolen.
Data breaches happen all the time. Here's a visualization to show you. Be more wary of giving out your personal information to companies and pay attention to announcements of breaches so that you can find out if you've been affected and set up fraud alerts or freeze your credit, just in case.