Got a call from a private investigator asking if I knew Jane Doe and if so how???

I was so anxious and scared getting this call. I was stupid and freaked and said we worked together for like a week. I didn’t ask questions and now I’m scared the investigation is about me or that now I’m in legal trouble because I said we did work together!!! Ahhhh what do I do? Call the number back and ask questions? Leave it? Should I be cautious it’s about me? Omg freaking out