Left no message, so I called back and got recording that the number I dialed was incorrect / check it again. Actually my phone's screen showed that I dialed correctly. How did they use a number like that?

I received a call from that number and called it right back and got the same recording, that the number was not a working number. however, i was left a message and it was my insurance company, Blue Cross Blue Sheild.
don't know if this helps/

called my cellphone.  I called back and it was a disconnected number

I received a call from this number and the caller said who is this. I answerd who do you want. They said that they wre getting messages from my number, and they want it to stop.  I hadn't made any calls and I went on my phone bill and no calls were made to that number. I don't know who they are but they need to stop calling me stating that I caled them. I do have their number on my phone ID and I am 100% sure that Mine is NOT on theirs, just on the outgoing calls.
It is a woman that keeps calling me and asking who I am.