Caller claim that I owe for Speigel magazine and never seen one.
They also had wrong SS number.They threaten me about someone
else bill.

Demand a legitimate, physical mailing address in which to send a cease communication letter VIA certified mail with return receipt requested. This is your right under the FDCPA. If they refuse, let them know you will be seeking legal counsel who will get it for you and will be filing a lawsuit for harassment.

Wanted to speak with Gregory. No Gregory lives hear.
She said with a stern voice "I understand that he may not live there so it's very important that I speak with him. Could you take down this number?"

No Gregory lives here still ma'am. I don't know Gregory.