Can I access iCloud/device data of the hacker who logged into my account?

I noticed someone else has been using my iCloud but it doesn’t show up under “my devices”

Since they are logged into my iCloud and can receive my Messages/FaceTime etc, is there anyway I can access there information since there connected to my iCloud?

The answer is no in the sense that you cannot get access to data only stored on their device, or data stored in their iCloud account.

Any data they choose to store in your own iCloud account, you can ofcourse see. I.e. if they for example add a photo to your photo library, it will show up in your Photos app.

I would advise immediately changing the password and security questions on the account, and then enable 2-factor authentication using the following guide:

https://support.apple.com/en-gb/HT204915