Docsis 3.0

> I lost my netgear modem [...]

   Model?  "modem" or modem+router?

> Does it a concern in terms of security? Does the device might store
> any of my devices like laoptop, phone, tablets or smart devices IP or
> Mac address?

   I wouldn't expect a modem to remember anything significant. A
modem+router could remember a few (more) things, but I don't know what
anyone could do with some old IP or MAC address.  Choose different
wireless SSIDs and passwords for your replacement device(s), if any.

> [...] let me know If I can disable the lost device in anyway. [...]

   I doubt it.  Although someone else might have a hard time using it if
your old ISP thinks that it's still yours.

   Computers (including phones, tablets, and the like) have signifcant
on-board storage (hard disks, solid-state disks, flash EEPROM, ...).
It's a much smaller problem for a router, and still smaller for a modem.