The most important thing to do if your device and/or SIM goes missing is to report it right away. You can do this in the Three Pay As You Go app or online in your account. After it's reported we'll bar the phone and block the SIM, if we need to.
We can block any of the last 6 devices you've used with your SIM, so just pick which one's missing. If the device hasn't been registered yet, you'll see it in the Unregistered list.
If you've lost a device but it's not one of the last 6 you used with the SIM, or you can't see it in the unregistered list, there's also an option to enter its IMEI number.