Yes, this is a scary thing, but it's time to put all the pieces together and make a realistic picture for your child and yourself. Yes, it's important for your child to know your phone number, address and your name. (Lots of really young kids don't know, or will forget their parents' first names under stress.) It's also important to teach your child when it's appropriate to give out that information.
And another important thing to remember. Yes, the world has some scary bits to it. Technology makes it possible to find personal info on nearly everyone, and I think that unless you live in a tent and move around like a nomad, if someone really wants to find you, they can. But the VAST majority of people in this world are good people, and that's important to remember.
Finally, I have to share with you a story about a 13 year old, yes THIRTEEN year old boy scout in my troop who did not know his address! When we discovered this, he said, "I know which house I live on and where the street is, I don't need to know it." I was simply amazed. He didn't know his phone number either, saying that it was on speed dial on his cell phone. We talked to his parents about this, and they were truly oblivious to why this could be a problem, especially at age 13! And guess what! The boys' parents did nothing. It was another parent in the troop, a neighbor of theirs, who was pretty comfortable about stepping in. When the boy was visiting her house one day, she made him write his address and phone number 100 times each while sitting at her dining room table. Now he remembers his address and phone number!