friend wants to go to the police but I don’t, what should I do?

See a doctor first and, if necessary, then see the police.

If you can't remember something that happened recently you may need a doctor more than the police. 

If she only 'thinks' that you were attacked what does she intend saying to the police?  If she only 'thinks' this and you cannot remember anything it might not get you anywhere. It's your choice if you want the police involved but just be aware that if anyone suggests that you have been attacked you might end up having to go to hospital to be intimately examined and it might still end up proving nothing.  Think this through thoroughly.  Have the courage to tell your parents (if they are close to you) and, maybe see your own doctor before telling the police.

The police are not always helpful.  How are you feeling right now?  Are you doing okay?  If you came straight home from work in such a state a close friend wants to contact the police but you can't remember anything that's weird.

If you want to do something ask your friend to write down everything she can remember about when you came home and why it upset her.  Have her sign and date it.  You don't have to read it.  Separately, on a dated document write down what you can remember.  If you've done these digitally email a copy to your friend and vice versa.  Make a file and put them there for now - or forever.  Nobody has to go to the police, but if one day you think this might be a good idea then you have the dated documents.  If you remember more write that down separately with the date and also what triggered the memory.

Take care of yourself.

maybe try to remember more, going to the police now seems a little extreme with no evidence of much that has happened. It's a good this they are protective over you so you should cherish that. But all you can do right now is just try and recollect what happened and then determine if it's a police matter.