Possible break-in at rental. What steps do I need to take?

[Nicole Heasley Beitenman]

My tenants came home to an open window. They called the police to inspect the home and make sure no one was still in there. They did not notice anything missing or disturbed, but they just started moving in a few days ago, so they don’t have much in there. 

We’re going to change the locks and check all the windows to make sure they’re working/locking properly. The windows fold in for cleaning, and I did clean all the windows before they moved in. If I didn’t reset/lock them properly, I could see how it could fall inward. There are no screens on the outside. 

What steps do I need to take? Should I look into a security system for them? The house is my former primary. We never had an issue in the 3 years I lived there.