by explaining yourself to cops, you really put youself at their mercy. while they may not decide to prosecute, by being open and talking to them, you do tooootally incriminate yourself, since you'll probably have to admit you've been in the building, and that you've been thinking about it for a while and you are aware that it's not legal to enter. and entering an abandoned building, regardless of whether or not you so much as pushed open an open door constitutes breaking and entering, at least in massachusetts.... also, if you say anything/have anything that could be construed as the intent to commit any crime (vandalism, smoking pot, underage drinking, sodomy, whatever), they've got you on at least attempted burglary, which contrary to popular belief, means that you broke and entered and commited a crime therein, not necessarily a theft. (again, in massachusetts, i have no idea about other states). so if they decide not to charge you, that's awesome, but if they felt like it, they'd have you admitting to criminal tresspass, breaking and entering, and possibly burglary,vandalism,bla bla bla.
if you run away and are later detained, by saying nothing, you are sure to be arrested and threatened with all kinds of dreadful things, but later on, without your admissions, i would think it would be hard to prosecute you for much more than criminal tresspassing or maybe resisting arrest.....although i'm sure they'd throw many more charges on to squeeze a plea bargain outta you. unless they catch you IN the building or coming out, if you don't admit you went in, i would think it would be hard to prove beyond a reasonable doubt you've entered it.
it's a gamble either way i guess.
also, i'm not a lawyer, don't quote me on that. it's just me 2 cents.