I have received several call from this phone number and the phone calls have been threatening !

I have received several call from this phone number and they have been threatening!

This number has shown up several times on my telephone ID. There are messages left from this caller telling me to call them back immediately! Prior to these phone call I  received a letter with a check telling me I have won a great deal of money. The check was stamped from Canada and when I checked the area code of this number it is in Seattle Washington. Something tells me their may be a connection.