Wandering in the darkness

I had something happen to me a few years ago that I have never really been able to piece together as to what REALLY happened. Here goes.

I walked to a convenience store in the town I was living in at about 3:00 in the morning. It was a wednesday. After getting the few things I need at the store I sat outside for a few minutes just enjoying the cool night air(it was summer). I only lived about 4 blocks from the store. I was nearing the final corner to turn to be on the road to my house, when I hear a voice coming from my left.

"Hey.... Hey you"

I looked around kind of confused as to who was talking to me at 3 in the morning. I turned to see a shadowy figure peeking its head out from between two houses.

"What. What do you want" I said

"Oh, wait, On your right 5-0, they're watching you."

I turned to my right and there was a cop car stopped at a stop sign. It moved along though. When I turned back to the left the figure appeared to be gone. Somewhat worried at this point that something was going on, i hurriedly rounded the corner and began half walking half running to my house. i got about a third of the way there when i heard the same voice behind me.

"Psst.... Hey you"

I turn around

"What the hell do you want? Who are you?" I said

"Oh no, I thought you were somebody else. Anyway, you see that cop car up there at the light?"

I looked up the block and saw it.

"Yes" I said

"They are after you. They are going to circle around the block and come take you away. But follow me and it will be ok." The figure said.

"Man, I just live a few houses up. I'll be ok" i said

"Allright, well see ya later then." The figure said, and dissapeared.

I made it home allright, a little confused but no harm done. Till this day I still wonder what would have happened if I would have followed the shadowy figure.

Any input?