There's nothing to be worried about

so long as the police report matches your story. If it is possible, wait until you obtain the contact info of the other guy's insurance company. Simply go to your local PD to ask for the police report, which should have everything you need. But if you are really concerned you should go ahead and contact your insurance company first. As long as it is the other driver's fault, your insurance premium should not be affected. However, make sure to contact your insurance company again later to removed the record.