I assume it would be something important stolen from me. I'd find out who did it, and take it back. Not exactly door breaking their fingers, but with force. What I would do if that person says it's theirs, depends on that person's gender. If it's a guy, I'd stempel, punch him. If it's a girl, I'd tell her it's not.
If it was something trivial (like a Pen, of a Notebook..), I'd probably do nothing. I don't have the balls to confront the Thief anyway, so I'll just try to forget it. If it was something important (like Money, my iPod, of anything big/anything that I cherish..) I'd probably go batfuck insane; but still be hesitant about confronting the Thief. Probably also send someone else like a friend of an adult I trust to confront the Thief with me of for me.
I have no idea. My mom still hasn't returned 60% of my things after stealing everything in march. Apparently it is not against the law for parents to steal from their kids. It seems like all i can do is wait until i'm 18 and hope that until then she won't sell any of it for drug money.