called and said his name is David Miller & said to call him because he is from a fraud agency. need to find who this person is? said I was going to go to jail.

Debt collector/scammer.   Don't answer and block the number.   There's no jail.  Debt collectors can't arrest anyone.  Someone is trying to scare you into paying them money.  There's no "agency" involved.  

See:  https://www.consumer.ftc.gov/articles/0149-debt-collection