What do I say if a detective is calling me about theft charges?

I had a detective call me and leave me a message saying I needed to call him that he has about 10-30 theft cases I am a suspect in, When I called him back after his threatning messaging about putting me in jail the next day if I did not call him back . I called him and he wants me to come into his office and sit down and talk and tell him which money I took and what I didn't. He said I would not go to jail that if he had a warrant he would have pinged my phone already and came and got me. I am just wandering a few things, if he has that many cases why call me instead of just getting the warrants and will have he have to take it to the DA before he can get the warrant, he will not tell me the amounts I am being accused of, or how many cases he really has, I just think he does not have enough proof and needs me to come in and admit to it so that he has a case, What should I do ?