iCloud security

You’re getting scammed. Or somebody is trying to scam you. Apple doesn’t make those calls.

Apple will block your account, and require you to re-authenticate using your security info.

Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

Changing your Apple ID password using the Apple website, or using your device is fine.

Using it with a scammer’s website or a scammer’s online service, not so much.

You’ll want to enable two-factor authentication, if that’s not already enabled.

Two-factor authentication makes it more difficult to wrest control of your Apple ID.

Apple doesn't make unsolicited phone calls. If there was a problem you would be notified when attempting to log in, including when logging into this forum. Also see: Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

Changing your password won't hurt anything but it also won't stop scam calls.

What I have found to be 100% effective for me is Settings > Phone > Silence Unknown Callers. See: Detect and block spam phone calls - Apple Support