Since they left a message, there is no doubt that first contact was made.  So they are required by law to do this:

Federal law (FDCPA) requires them to send you a letter (US MAIL ONLY) within 5 days of their first contact that contains their name, physical address, the creditor’s name, and the amount of the alleged debt.  It also must contains “mini-Miranda” telling you that it is an attempt to collect a debt and that all information will be used for those purposes.  The one other important thing that this letter must also have in it is that you have a right to dispute the debt within 30 days of receipt of the letter and if you do so, all collection activity must be stopped until the debt is verified.
Read up on your rights here, get template letters to send and also make a complaint at this government site: http://www.consumerfinance.gov/

Also file a complaint with your State Attorney General's office.
List of State AG’s offices:  http://consumerfraudreporting.org/stateattorneygenerallist.php

If you feel you SSN has been compromised, in addition to putting a fraud alert at the 3 credit bureaus, you may want to notify the IRS.  Here is the link, fill out the proper form (probably 14039):
http://www.irs.gov/Individuals/How-Do-You-Rep ... aud-Activity%3F

This lady has called my mom sister and brother regarding check fraud for me as well but not yet has contacted me and saying she is sending a unit to my house it's urgent I call her back at the direct number it was a (female) I could hardly understand her when she left a voice mail on my moms phone she also had the last 4 of my social

My mom got a call from this number stating check fraud and I'll be served either at work or home  for garnishment ect. I haven't had a checking acct in over 6yrs. I blocked my own number and called the number back and recording said that caller was on the phone to leave a message . I believe it is a scam ans told them so.  Tomorrow I'll see if I'm write

They are definitely a scammer. This happens to me every year because they get my tax return information. They always call my sister's mother in law with this [***]. I called and left a message saying that I don't even own checks, which I don't, and told them never to call me or her ever again or I am reporting them to the state's attorney.

This lady claimed she was calling from a  place called chexsystems and that if i do not pay now i will face criminal charges. Previous to this phone call she called my dad and my sister and also had the last 4 of ny social. I looked up chex systems and dialed their number. They said they do not make phone calls and they do not collect payments....how the lady knew my info they do not know but are sure she is a fraud.