What to do about squatters?

[Ben S.]

One of the people moved out of one of the homes on the property I recently purchased. The lady called and told me, and I planned to get the key from her and change locks a couple days later. She then called me a couple days later saying she had stopped by to check her mail and it looked like someone was living there. What should I do? I can get the key and go over there, but the neighborhood is a bit rough, and I'm not sure if I'll walk in on some unsavory people. Should I call the police? I'm going to talk to some neighbors, but I don't really trust any of them. Appreciate any advice.