Most of the advice above is pretty solid, thought I'd summarize and re-cap.
- As a few people mentioned above, turn on 2-factor authentication for your accounts that allow it - google, amazon, etc. - it just makes it one step harder to hack. Note, the 2FA Apps are safer than the ones that send a code to a text message.
- Obviously check your credit report, look for unauthorized accounts
- One thing that people may or may not realize - your e-mail account is your gateway to almost all of your online accounts. If someone gets access to your e-mail, they can essentially reset a lot of your account passwords without you even knowing about it.
- Try to change your passwords every couple of months, and don't use the same ones for different sites - once someone has your e-mail/password, they're likely to try multiple sites - i.e. amazon, ebay, paypal, chase, citi, etc. You may not have accounts or use the same passwords, but if you do, they've gotten easy access to more accounts.
- You could consider using a password manager as well.
- One more word to the wise - before you click any link in any e-mail, think about who sent it and why - if you get an e-mail from Bank of America that says your payment is late, but you don't have a BofA account - it might be a scam.