I received a threatening call from 315-515-4708 its from a guy named Brad telling me if i didnt i should fear for my life.

The guy said his name was Brad (he has some kind of African accent) and he said to return his call at 315-515-4708 or have you atty of record return his call as this was a time sensitive matter. He said don't disregard this call. If I don't return this call or have my atty return the call he wishes me good luck and may god bless me.  

Do they have our socials??? If so should I be doing anything about this???

Do these people have our social security numbers???

See my post below on extortion scams. One important thing to remember if these losers have any of your personal information such as your social security number, date of birth or drivers license make sure you register with identity protection notify the credit agencies as well as your banks!!
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credit reports:  Experian, Equifax, TransUnion
http://www.consumer.ftc.gov/articles/0155-free-credit-reports