Helppp what should I do?

My parents have taken my phone for the last 2 weeks, today I saw it on my parents dresser so I took it and played some games an stuff. Im not suppose to use it. So my parents noticed and they asked me where it is and I replied I don't know they deff. Know I have but they don't know where I put it. They said to give it to them but i didn't. Should I fess up now or later if I tell later Ill get in more trouble. Thanks.