“A detective called and asked me to come down to the station and give a statement. Should I go?”

NO NO NO.
Never, ever, for any reason, go to the police station (or sheriff’s department) and make a statement. If the police have called and asked you to come to the station quit reading this and find a criminal defense lawyer now.

“Won’t the police think I’m guilty if I get a lawyer?

I hate to break this to you, but the police already think you are guilty. In fact, they know you are guilty. They just want a nice confession before sending your file to the DA.

Detectives know they can make you confess, they just need the chance. Don’t take my word for it, here is a cop telling you how he can got suspects to confess.

I have often wondered why so many suspects voluntarily drive down to a police station, sign Miranda waivers, and put up with all sorts of good cop bad cop nonsense before confessing. Allow me to speculate.

1. Naivety. They don’t have any experience with the criminal justice system. There is a common belief, and a desire to believe, that law enforcement wants to help us. Another popular misnomer is that non cooperation will somehow hurt their case, or that they have no choice but to cooperate.

2. Good cop. A detective may tell you he wants to get “your side of the story” or just “ask you a few questions.” Don’t buy it.

3. Bad cop/Threats/Fear. Detectives will threaten to file more serious charges, let the judge/DA know you weren’t cooperating, or issue a warrant and arrest you if don’t come and talk to them right now!

4. Hubris/”I’m smarter than these cops”. The police are going to stick you in a room with the implication that you can’t leave and run through their interrogation manual until you confess. If you deny wrongdoing they will take your story and begin investigating how it can’t possibly be true. This isn’t Seven, or Silence of the Lambs. You are not going to make the police your pawn in a psychological crime thriller.

5. “Only guilty people confess, I”m not guilty so I’m fine.” Not quite. Law enforcement techniques have advanced to the point that the innocent confess to crimes.
Why Do Innocent People Confess- Psych Central
When an Innocent Confesses- Scientific American
Why do the innocent confess to crimes?- Grits for Breakfast

Defense lawyers need to do a better job educating the public on what police threats/requests they must adhere to, and which they can refuse. For example, you have to ID yourself in a traffic stop, you don’t have to consent to a search of the car etc. We have given police so much arbitrary unilateral authority that much of the public believes they must cooperate in their own prosecution. Not so. If the police are calling you about a crime quit reading this, and call an attorney.

Update- Somehow, I forgot the excellent work FlexYourRights.Org has done teaching the public how to handle police encounters.