Remember when talking to coppers you are usually talking yourself into trouble. If they ask you a question, ask if they are holding you for any reason. If they reply no, walk away. You are not obliged to talk to a policeman. (unless you’ve done something wrong of course) Usually things you say/do end up getting you arrested, so unless they actually saw you do something, they can’t do anything.
And yes, always take their number and make notes if possible. Also if you have your GoPro, record the conversation too. Pisses them right off.
That said, some coppers are nice blokes.