Cash Advanced America Lawsuits, alleged fraud and theft Unsure Internet

For the past couple days I have noticed a strange number from new York calling my phone.  Most random numbers that call me are telemarketers. This one seemed different as he left me a voice mail to call him back that it was a time sensitive matter.  I contacted the gentleman back who never introduced himself just asked for my immediate attorney information and when I asked him what this was all about he told me the company of CASH advanced America was filing a lawsuit against me for alleged fraud and theft of check.. I have never taken a loan from this company so I naturally had no idea who this guy.  I asked him for Cash Advanced America's information to contact them directly and he refused and began yelling at me.  I'm prone to panic attacks so I had a panic attack in the middle of work.  I have reported a complaint in consumers give website. I will wait and see if this gentleman falls through with his threat to send something.. Is there anything I can do to verify if this is fake other than not finding any info on this company?