getting this call

Sounds like one of the many scammers out there. Did he sound east indian? Did he tell you he was going to come to your home or office and serve you papers or that you'd be going to jail for not paying a payday loan? If so, file a police report. File a complaint with your state's AG and the FTC. The next time he calls, tell him you are aware this is a scam, you've done all of the above and there's no need for him to ever call you again. After that, ignore him. Tell your friends and/or family members that if they hear from this guy to ignore him.

If this guy is not threatening you with a lawsuit, then I don't really see any reason to be wary of him. However you can try and identify the company he's associated with.