#1. Enable the Find My Phone skill (do this now)
It's free! Tap/click here > tap/click the "Enable" button. Enable the skill now while you have your phone because the first time you use the skill, it will ask for your phone number and text you a 4 digit code to make sure it's you.
#2. Next time you lose your phone, just say "Alexa, find my phone"
Alexa will call your phone, and when you find it and answer you'll hear "Glad you found your phone" (in a creepy/funny Alexa-ish voice) on the other end of the line. Pretty handy!
#3. If you have multiple users in your Alexa household, make sure that Alexa is in your account
When you say "Alexa, find my phone," Alexa will call the phone associated with the account Alexa is currently set to.