It really sounds like some idiot forgot he left his stuff lying around, and is trying to freak you out. I mean, you're talking about 6k worth of stuff that can be bought at any NPC shop.
He's probably not capable of carrying out his threat, and even if he is it's not exactly worth the time and effort for him to try. A smart person would have asked nicely instead of making idle threats.
Join a faction, get picked up, stay on your assigned ship, and don't worry about it.
If you bought the items from an NPC shop and you are still in the area you might go back and see if your items are lying on the floor. You can drop his and pick up your own. The bad thing about having items owned by someone else is that it will give then some basic information on your location to them.
But honestly like the others said this sounds like an empty threat.