Regarding Fraud escorting services

Sir I am coming Mumbai for work. Due to some personal life problems n mental tensions. I have called some escorting services numbers which i found on websites . I don't know about legally issues of availing such services in Mumbai n don't want to indulge in this. As it is first time i have called the number which i have found. They have written, to whatsapp & call. I have sent whatsapp msgs from my personal number. They said to transfer amount to Paytm wallet. I have done but they are not responding. They have cheated me. I want to take police action on those unknown numbers which i have sent money via paytm. I want my. Money back as they are not providing service which they have confirmed in chats. From above situations, want to know, will i face any problems if i do complaint against those number which they have cheated me. Please suggest n guide me before taking any action,as I am unaware of such frauds escorting. Kindly suggest so that others will not trap in this Fraud.