A indian woman called me from this number. She claimed that I owned IRS some money. She warned me to have lawyer ready. I called back and no body picked the phone

I received a call on Sat. March 8th.

I got call from this number last week as well and left me a long message - but I can't hardly understand what he was saying (with very strong accent) except the word "IRS" and he knew my name!) The question and worry I have now is what I can do to make sure they won't steal my identify doing other stuff??