Yes, but NEVER confront a thief. I’m not one to usually yell like that, but directly confronting a thief could lead to serious physical injuries or worse. Even if you’re as strong as an action movie hero and think you could take them on via brute force, you never know if they have a weapon.
But there are times when you should try to find it. It’s totally reasonable to locate your phone remotely. There’s even a good chance your phone wasn’t nabbed and it’s just lost. In these cases, I’d encourage you to go grab it before someone else does.
If your phone was stolen, follow my guide to make sure that you minimize any harm you might suffer (contacting the authorities is step 8, so I promise we’ll try to get it back without putting you in danger).