How do I find out if my new Sony Xperia is stolen? I bought it on Craigslist.
You can use services such as these: http://www.amta.org.au/pages/amta/Check.the.Status.of.your.Handset, http://swappa.com/esn. These sites check to see if the IMEI number of the phone is blocked or not. Otherwise, there isn't much to verify if a phone is stolen. Note: websites that check the status of the IMEI number are not always 100% accurate, but try to make it as close as possible.
if you dont have tracking application on it then will be difficult
I think the OP was asking how to find out if the used phone he bought was a stolen item, not how to track a stolen phone.
well perhaps the tracking device get the log of the last position then OP can check that place and perhaps get in touch with the owner. Now if the phone is factory reset then as you mentioned IMEI number.