What happens if you call?
The first thing is that there call may be to a number that will result in an extremely large charge on your phone bill. Number to avoid are:
area code 900 or 976 (or any other 9xx area code, if there have been new ones created)
area codes 242, 246, 264, 268, 284, 340, 345, 441, 473, 649, 664, 758, 767, 784, 787, 809, 829, 849, 868, 869 and 876
international calls (prefix 011)
You can Google <area code nnn> to find out where the area code is located and <area code nnn scam> to look for scam warnings associated with that area code. If the location is outside the United States, beware!, as in many other locations there are no regulations requiring the owners of premium call service to disclose fees at the beginning of the call.
If you do call, I would make sure the caller ID number is blocked (this is usually *67, but in some locations it is different, so check and test). Be aware that there is no way to prevent your number from being provided to the owners of toll-free long distance numbers (800, 844, 855, 866, 877, 888).