First Cash International Harrassing phone calls beginning last week requesting pay back on loan I never received Internet

I too have been getting phone calls from a Joseph Hernandez requesting me to pay back a loan I supposedly took out online.  He said it was from First Cash International.  When I asked what law firm he was at, he said, Federal Council of the US Government.  I guess this is a scare tactic to make you believe they are part of the government.  I did tell him that when a loan is taken online, banking information is required and funds are taken out for payments.  I went on to say that I did not take out the loan in question and was not going to give any information over the phone. A Sean Michaels keeps calling says "Hold for the Sr Attorney", which is Joseph Hernandez.  They all have accents.