If we imagine ourselves at the moment when the speaker just started on their way to the police to turn in the wallet, finding of the wallet is in the past with relation to that moment. To indicate that one can use either Past Indefinite or Past Perfect, they are generally interchangeable, I believe. You could say
After I found the wallet ..., I immediately went ...
A possible indication to use Past Perfect would be if the moment of finding of the wallet is not important to the speaker, and only the fact of possessing the wallet is important. In that case "had found" is fine. That essentially differentiates the use of those two forms.