Sorry to hear that.
Did they give you a case number or some thing when you opened a case with them?
If not, I guess they can still track it by your SM number. I would call them every two days to find out status until you get all your miles back.
Who knows how they got your info. It could be any number of ways this could be done.
Used a hotel PC and forgot to sign off?
Phishing scam - clicked on link from an email that was sent by someone other than Delta?
Anyway start making some preventive measures if you haven't already done so:
1. Change passwords for both Delta and your email.
2. Freeze your credit with all 3 credit bureaus. It's unlikely but who knows what else they're trying to steal. Not trying to scare anyone but it's just best protection you can have with your credit. Forget those wannabe credit monitoring services.