Criminal Defense Attorney
That depends on what kind of information, who released it and who received it.
For instance, medical records are highly protected. On the other hand, some information we might consider personal is not protected, like public records of a criminal case.
Whatever the case, you should talk to an attorney soon. You only have a limited time to sue someone; if you are suing a government entity, you must file a claim before you can sue. Sometimes the deadline to file a claim is only a few months.
You would have to prove you were harmed by the disclosure, then convince a jury the harm was bad enough that you should get money for the harm (or convince the other side your case is strong enough that they should settle the case). Your legal bills in a case like this could easily run into the tens of thousands of dollars.
Another thing to consider -- if you sue somebody for releasing this information, you will have to describe the information in the complaint and it will be part of a public court record forever. The case may proceed to a trial, where the information will be discussed in public. By suing, you may spread this information farther than it ever would have made it based on the original disclosure, and you will re-live the original stress on a daily basis for a long time.
As the philosopher Voltaire said: "I was only ruined but twice; once when I lost a lawsuit, and once when I won one."