The only thing you did wrong was to ask a girl to do a Womans job
You said it all!
2 things could've happened here:
a) She has second thoughts for a newbie or thinks she got something and is acting erratically and irrationally.
b) Tried to scare the OP with a threat of going to the police, maybe to see if he would throw money at her to shut up.
I tend to think that she was trying to scam him.
To the OP: I believe you can block someone on your BBM, no?
P.S. I met a gorgeous young lady at a stag party. She was a sexy hostess. She was game to make more $ and had a sugar daddy before but was speaking in terms of thousands. After many BBMs, I got her down to $1000 for 2 hours (that was the lowest she would go cuz "she's not an escort"). She also expected or would've liked if I booked a hotel room so that she could use it later once we were done. Anyways, even though she seemed like a nice gal (I know people who know her), I didn't go through with it cuz it was very amateurish and there was no guarantee about how good her performance (or even simply as good company) would be, let alone the outrageous price. Avoid such time-wasters.