They called with my SSN# saying that they would begin legal proceedings on a payday loan, which I dont have!!! I am VERY concerned since they actually had my ssn#, but otherwise seemed to be scamming their way into trying to get my money for fake loan.  

Per Tamianth:

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!!
**************************************
credit reports:  Experian, Equifax, TransUnion
http://www.consumer.ftc.gov/articles/0155-free-credit-reports
***********************

Calling telling me I have to pay for a loan before I even get the loan.

Read this:
"It is illegal for companies doing business by phone in the U.S. to promise you a loan or credit card and ask you to pay for it before they deliver."
http://www.consumer.ftc.gov/articles/0078-advance-fee-loans

In addition, payday loans are illegal in some states:
http://www.paydayloaninfo.org/state-information

Protect yourself!

I just received a call from John White from Ashley Richardson law firm.  Stating it is a time sensitive legal matter.  These are scan artists.