If I worked for my former employer as a marketer and now he is accusing me of taking sales contacts, what should I do?

Contact a lawyer--any time someone has contacted the police about you, and/or may be looking to sue you (and if they are willing to contact the police, there's a good chance they're contemplating litigation)--you should retain an attorney.

That said, you cannot be convicted of a crime unless it can be shown that  you committed a criminal act--e.g. embezzled money, stole intellectual property or company assets, etc.--beyond a reasoanble doubt. You cannot even be effectively sued in a civil court unless it can be shown you misapprorpriated proprietary company information or company property, or violated some agreement (like a  noncompetition agreement), by a preponderance of  the evidence (that is, that it is more likely than not that you did these things). Accusations are easy to make, but  unless you did something wrong and the company can show it, you should not face legal consequences.

Moreover, it is illegal to misuse the legal process, such as by filing a baseless complaint; to defame someone, such as by publically making false factual accusations against them; or to try to interfere with another's prospective economic advantage or contracts (e.g. with your current business or employment) through improper means. Therefore, you may have legal claims against your former employer.

An attorney can help you evaluate if you do face any liabilty risk (criminal or civil) and, if so, how to best defend against it; and can also advise you as to any affirmative claims you may be able to raise and what compensation you may be able to seek. Good luck.