1) Storage Encryption
For most android phones, this can be done by going to Settings -> Security -> Encrypt this device. Doing this will prevent people other than you from accessing information on your phone's storage.
2) Secure Startup (Samsung)
On Samsung devices, this can be accessed by going into Settings -> Lock screen and Security -> Secure Startup. Doing this will require you to enter a pin/password whenever you (re)boot your device, also preventing other people from accessing your information.
3) Find My Device (Android)
Downloading this app on your phone will allow you to track your device at any time from any other device, including in the events of if your device happens to get stolen. It's best to keep your location service switched on so that you can monitor the location of your device. There are 3 options within Find My Device; Lock, Erase, Ring. Should you happen to forget the last place you left your phone at home when you're at home, you can log in to Find My Device on your PC with the corresponding Google account and select the Ring option. This will make your phone to ring at it's maximum volume, allowing you to find your device. If you misplace your device or if it gets stolen, you can log in to Find My Device on your PC with the corresponding Google account and select the "Erase" option so that all of the data on your phone gets wiped, leaving the person handling it with no information to access.
3a) Find My iPhone (iOS)
Similar to Find My Device, when you go into Settings and tap on your Apple ID and hit iCloud, scroll down to find Find My iPhone and enable it. Very similarly to its Android counterpart, you can track your device by logging into iCloud and clicking on Find iPhone in the menu.
4) Secure Folder (Samsung)
This app can be downloaded from the Galaxy Apps store. Through this, you have the option of locking away certain images, files, or documents which are person and private so that no one can access it as long as Secure Folder is not enabled. To make Secure Folder (in)visible in the menu, pull down the notification panel, click on the three dots on the top right corner beside the gear icon, and click Button Order. This will give you a list of buttons on the bottom which you can drag on to the notification panel, and Secure Folder is one of them (after you install it). Drag and drop the secure folder icon to the notification panel, then hit Done on the top right. Click on the icon to enable/disable it. This app also gives you the option of using your fingerprint, making it more secure.