GAG, The police department most likely will take no action. I suggest that you keep a log and document everything that happens from here on out. Put the package away in a safe place and try not to touch the strand of hair again...Also, try to refrain from talking to too many people about the package.
If you sit quietly and do not let on that you've received the package, the person who sent it will trip up at some time. The person who sent it is looking for a reaction from you. Don't give it to them.
Sit quietly, the answers will reveal themselves when you least expect them to. The past is gone, the present is a gift and you need to focus on today, allow the future to reveal itself when it is ready.