lawyer states I owe money on payday loan I never got

I have taken out a payday loans in which I have put them all under consolidation. Last week I have a lawyer calling me stating that there is criminal charges that is going under my name n for me to give him a call back. So I called back asking whats going on?? Without properly identifying me he clsims that I took out a 300.00 loan from on click cash. I told him that I dont remember ever dealing with that company. After I hung up the phone with him I looked up the company and called them they had told me that I never had an account with them. I also called my bank to see if I had any dealings with them as well and they had told me the same. A week goes by and the lawyer calls me again I told him I want to see the validation letter that I had signed he sends me a outstanding bill balance of $550.00 and was uncapable of sending me anything else. What do I do. Csn a pay day loan refuse to go under consolidation? ?