How long ago did your grandfather die?  If it was a recent death the call may be legitimate.  

Ask the caller for the lawyer's name and the city where the office is located.  If they won't tell you then its a scam.  

Google that city name and "free telephone look up" to get a phone number and a physical address for the office.  Call that number.  If the call isn't legitimate you won't be able to find them or the folks who answer the call will have no idea who you are or why you are calling.  If it is legitimate the folks at that phone number can help you figure out what is going on.