Be a "good witness" to what end? For a prosecution that will never happen? For a return of stolen property that will never happen?
If the cops were trustworthy, and if the criminals were likely to get caught and - more importantly - fully tried for their actual crimes when caught, and not simply let off with some plea-bargained slap on the wrist, the advice might make more sense.
As it is, the police will not be of any help. Situational awareness is your friend - if you think you're being followed, you probably are - find some way to lose your tail; most importantly, put the g*d-d**ned phone down and pay attention to what's going on around you.