The whole situation is ridiculous but I'm especially interested in this bit: "They were showing unidentifiable badges after they approached us, but we became f

The whole situation is ridiculous but I'm especially interested in this bit: "They were showing unidentifiable badges after they approached us, but we became frightened, as they were not in anything close to a uniform" This happened to me when I was travelling in Europe, a cop without a uniform approached to me on the train somewhere between Netherlands and Germany and asked me for my ID. I asked for his ID, he flashed something (obviously I had no freaking idea whether it was legit, no idea what was even written on it since I don't know the language). What do you do in this case? Do you obey or challenge more? Isn't that dangerous as anyone can flash some random / fake badge and cause you to go with them, gather private information or worse?