iPhone Virus pop up and voicemail with my name

I was just browsing safari and ended up with a fraudulent message site that said "your iPhone has been infected, you must call this number right now." Of course, I knew it was a scam and I just ignored it and cleared my safari data. I received a call from a random number that I didn't know and did not pick up. However it left me a voicemail saying that it's from national security and said my "name" and you must call this number as soon as I hear this voicemail. Should I worry about this? - Since they even called me and said my name?