I embezzled over $1000 from my job and they filed a police report on me, I have a clean record, what are the consequences?

Possible jail time. How long will depend on whether charges are filed as a felony or misdemeanor. I suggest that you contact an attorney and do not talk to anyone, especially the police, about what happened without an attorney present.

You have the right to remain silent. Only idiots talk to investigators/cops. Remember, no matter what you say it will be twisted around and used against you later.