Even if you had iCloud installed, it probably wouldn't do much. Whoever took it most likely has wiped the thing, it's pretty easy to do with ipods. At this point, you can always get your serial number by using a page on Apple's site...I'm not sure where it is exactly, but somewhere you can log into your apple account and see what devices you have registered and all their information.
It's pretty much gone, though, but if you want to file a police report, go for it. i had my Macbook pro stolen from a locker room in March and I got it back, but there's a big difference between a $200 or less ipod, and a $1600 laptop.