Wiping a stolen iPhone that wasn't connected to iCloud Recently, my iPhone 5 was stolen, and while I have a new iPhone 6, I received a message from a number of someone claiming to be in possession of the device, with a new number. 

All images, contacts, Outlook mail, you name it, are still on the device.  While I realize it's my fault for not having it connected to iCloud to wipe manually, is there anything I can do to have this sensitive information wiped from the device?
If you didn't have Find My iPhone enabled on the phone there isn't anything you can do to wipe the phone now that it's no longer in your possession.

Your best bet is to get in contact with your wireless carrier, let them know the phone was stolen, and at least get them to put the IMEI number of the phone on the blacklist. Canadian carriers participate in a blacklist program so stolen phones cannot be used on their networks. See: http://www.protectyourdata.ca/ for more details on the Canadian IMEI blacklist program. Not all carriers participate in the program.

Your data on the phone, I'm afraid, is now available to the thief. Change your passwords on all your accounts like Twitter and Facebook. If the service allows it, do a "global log out" from the service to at least force apps like Dropbox and so on to log out from your account on the stolen phone.