I found out that my boyfriend have the tendency of stealing my phone at night and go through my stuff, how do I tell him that I hate what he does?

Instead of telling him that you hate what he does, tell him that you've noticed that he's been going through your phone, and ask if he's feeling insecure about the relationship in any way. Hopefully, you will be able to have an honest conversation about the relationship. You can then put a lock/password on your phone and tell him that your phone is private - not because you have anything to hide from him, but because you have friends and family that may tell you things that is private and not meant for his eyes - there should be some privacy, even in an relationship.