Stranger working out in my garage.

I was chilling watching TV when my wife told me there was someone working out in my garage. I came up stairs and sees a man working out in my garage. I was already fuming. I confronted him about trespassing on my property. He did not care at all. He even tried to engage in a conversation with me. I told him he should have asked for permission. He said he didn't know if we were home. I got even more pissed. Why tf does he think he can walk into my house when I am gone. I have no clue who this man is. If it was the middle of the night I might have shot him thinking he was a home intruder. My garage is a carport, it doesn't have a door. What should I do? If someone does this again should I call the police? Should I hold him there until police arrives?