Pick up the phone. Ask them who they're calling from, have them spell your name specifically, state you "do not recall" such alleged debt. If you can, record the call. ("It's for my own records" if they ask.) Don't ever give them ANY information. If they insist on collection, ask them to send you a physical claim. If such arrives, find a defect and tell them about it when they call back. (unless, of course, they have an actually-toll-free number, which they have to pay for.)
Oh, and always, ALWAYS make them repeat themselves. Repeat yourself ad-naueum, as well.
Just don't make any false statements, or agree to the validity of any debt you are not willing to pay.
(Honestly, though, I'd expect a scam to drop at "I'm recording this call, and your name is?")