Breach of iCloud account

it's a scam, ignore or try to block them. Apple will not call you unless you scheduled a call with them

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

if you are worried and want to put your mind at ease.. then you can review this support article, maybe just change your Apple ID password?

If you think your Apple ID has been compromised - Apple Support

Apple does not make such calls.

All such calls are scams from criminals attempting to steal your personal and financial information. The callers will often use number spoofing to pretend they are calling from a legitimate business. The correct course of action is to ignore the calls or hang up on them, repeatedly if needed. 

Avoid phishing emails, fake 'virus' alerts, phony support calls, and other scams - Apple Support