unknowingly purchased stolen phone

Depending on where you bought it, you may get your money back.
EBay? eBay guarantees your purchase be as advertised. You can ask for a refund and if the seller doesn't respond, you file a claim with eBay so they don't get their money.

You should contact your local police department. Provide them with the stolen phone, and all the contact information on the person who sold it to you then let them do their work.