Not a clue. Can't even google any answers, all of it seems to be just about preventative measures, not what to do once it has already happened, so I'd wager a guess you might just want to contact Steam support for instructions and change passwords while waiting.

Do you know what I should do?

Don't worry about it, happens to the best of us. Just make sure your stuff is safe.

I know, I'm trying to fix it. I'm sorry everybody!

Ayup, that's definitely a compromised account. I'm sending a report and I hope you get your account back soon.

Heads up, your account might be compromised. Just got a completely random link from you in chat.