I got a called from law investigator he said his name was williams stanley he said I'll I'll be pick up for fr?

said I' could be pick up forfraud investigation,he said if I remember him,for a payday loan on line,but I almost fax my credit card information,but I talk too the credit consumer they told me not too pay nothing until I get a letter buy mail not email,so what should I do?they don't let me know who I owe.i try checking to credit report beraus but so far I don't see nothing there.