"I plan on saving at least one human life in Dallas, Texas," Lo wrote.
FBI spokesman Mark White said he was unsure if Lo went at that time, but said agents worked with Dallas police "to make sure there wasn't going to be an issue at the clinic." Lo was arrested Saturday.
"We take threats to women's clinics very seriously," White said. "And this threat was very specific in its nature."
Lo is charged with one count of using interstate commerce to communicate a threat to injure and one count of threatening force to intimidate and interfere with clients and employees of a reproductive health service in order to intimidate that facility's clients and employees from obtaining and providing reproductive health services.
Lo made an initial appearance Monday in Plano and his detention hearing was postponed until April 15. He does not have a listed phone number and is acting as his own attorney.
Calls to the clinic, Southwestern Women's Surgery Center, went to an answering service Monday evening. A Dallas police spokesman declined to comment.
Clinic employees told authorities a man matching Lo's description showed up weeks earlier with a receipt, asking if his wife had an abortion, according to federal officials. They told him they could not disclose any information or even confirm if an individual was a patient.
It is unclear if Lo is married. Authorities said Monday he lives with his parents.
In his complaint against the Supreme Court, Lo said he was filing a class-action lawsuit seeking more than $999 trillion in damages. He asked the court to pay him $1,000 an hour in attorney fees.
Lo equated abortion to murder, explaining his religious convictions required him to kill in order to prevent women from terminating pregnancies.
"My religious beliefs include the beliefs that an individual is alive at the moment of conception, abortion is murder and is the worst murder of all murders possible because these babies are completely defenseless, and I am entitled under my religious beliefs to use deadly force if necessary to save the innocent life of another," Lo wrote.
In Kansas on Thursday, anti-abortion activist Scott Roeder used his sentencing hearing for the murder of one of nation's few late-term abortion providers to espouse his belief that abortion is murder. But there was no indication in Lo's filings that he was influenced by Roeder, who was sentenced to life in prison with no possibility of parole for 50 years for the killing of Dr. George Tiller.
The Dallas Morning News reported that Lo attended University of Texas at Dallas from 2000 to 2004, earning a bachelor's in business administration degree. He graduated from Southern Methodist University law school in May 2007, university officials said.
He was an unpaid clerk in the Fort Worth federal bankruptcy court in June and July 2006, officials told the newspaper.