"Whatever, I'm freaking out for nothing. Screw him if he's following me, let him run and chase me and interrogate me if that's his intention", you think as you keep walking. 

 For some reason I think you wouldn't have thought that way before having your memories erased. I'm not sure what would you have thought, but not that, certainly; whatever, let's go back to the interesting thing.

 You reach the Police Department with no problems at all, so you suppose your "pursuer" simply happened to have the same route as you. After some minutes thinking on what the hell are you going to tell the police officer in front of you, and noticing that you don't even have a wallet or some sort of identification, or money, or ANYTHING (except for a cool-looking lighter stored in your right pocket), you decide a serious approach will be the best way to finish this. Problem is, taking "a serious approach" is complicated in your current position:

You: "Hi, do you think you could you help me with some problem I have?"

She: "What is it?"

You: "Thing is… I'm really… disoriented… I've woken up in a house I didn't know, with no identifications or anything, and I can't remember anything about myself. The owner of the place didn't recognize me, but he suggested I came here"

She: "Well… Eh… I think it's the first time I've heard something like that. Be honest: Are you on drugs and/or alcohol?"

You: "O.o… No, not that I can remember… Why does everyone ask me that question?"

 After a while, she informs you that they have no reports of any missing person who might fit your description. She also says that an investigation to find out who are you may start if you wish so, and while they are at it you could go see a psychiatrist or they could give you a new, temporal identity and some money so you can go and do something useful, you fucking junkie (alright, she doesn't use those words, but that's the impression you get, anyways)

You decide the Police is useless here and try going somewhere else

You were wise choosing not to trust the police. Or perhaps you weren't, who knows :D Anyways, you feel that you can't trust them to really help you on this matter, and before they can ask you more questions, you walk out of the building.

 Soon after leaving, a blond 20 year-old guy walks up to you and asks you if you've got a light.

 You do have a lighter, indeed (although you don't really know why), so you lend it to him. As he starts smoking, you wonder why would you keep a lighter and not a wallet, and you think you've been quite stupid to leave the flat without thinking on *that* detail.

Guy: *as he smokes* "Yeah, it certainly has been an stupid movement by your part, but you shouldn't really feel guilty about it. You're fucking confused right now, after all"

You: "Uh? What did you say?"

Guy: *giving you the lighter back* "Me? No, nothing. But you seem kinda cool, come meet me later at the Kasi bar. You only have to go straight ahead in that direction, you'll see it easily. Tell them Dani told you to go and have something to drink. See you there!" *running away*.

 Well, booze probably brought you to this situation, and when you have a drinking problem drinking more is rarely the way to fix it. On the other hand, this Dani has invited you to go, and it's very rude to ignore an invitation, especially when you have NO MONEY AT ALL with you.