That sucks. Hope it worked out!!

Honestly? I doubt you'll get your phone back. However, here's what to do to hopefully improve your chances: Check with apple to see if you had findmyiphone activated. If you did, contact the cops with the current location and lock your device. If not, check with your carrier to see if you had insurance. Reset your passwords for your icloud, itunes, and apple id... especially if you kept them in your notes or contacts. I've found it helps if you post to your media site of choice letting your friends know that you no longer have your phone. Also, if you have another apple device, you can still imessage by signing into the imessage app with your apple id. I did know one person who showed up with cops at a party set up by the thief who didn't realize that she was imessaging her friends instead of texting them. Some people do text their phone with offers of rewards for its safe return. Source: I work for a major cell phone company, I get to deal with this kind of thing almost every day... it's really sad, but it does happen.

what is so damn hard about explaining it quickly and getting it back

To everybody saying OP should have explained the situation, there is a very good chance the police would not believe him. I mean, honestly... How many people have probably tried to use that excuse.