First Cash International Threatened of a lawsuit for unpaid PayDay loan that I never received unknown, California

I just received a call today from a guy named Joe Mayers, stating that I needed to get an attorney and return this call immediately. He called my work number first. I called back, even though I couldn't understand what he was saying half the time. He was foreign. Told me I had received a loan from this company and never repaid it. He couldn't tell me when this loan was received, or how much it was for. He said that I owed $725 to avoid this going to court, which would then cost me over $6000. I explained I never received this loan, and for the Payday Loans I've had, they always automatically come directly out of my account. He avoided that comment, and just kept on with asking why I chose not to pay this loan back. I explained that I never received this loan. He didn't want to hear me at all, so he just said he wished me luck and hung up. I never had a loan from this company. Never heard of it, and every Payday loan I've had has always automatically been withdrawn from my account on the dates I got paid. It pisses me off. I felt very threatened by this guy.