Good article on the steps you should take. I froze my credit, and then went to IdentityTheft.Gov but they would not let me file a Identity Theft Report at the moment since my information has not yet been compromised. They simply said "Freeze your credit, get a credit report, file your taxes early, and if things go sideways, come back here."
YSK: What your options for responding to Equifax are because if you're an American adult you have almost definitely been compromised. : YouShouldKnow
ETA: I'm surprised at how many people don't understand how freezing your credit works, or who aren't taking the situation seriously.