They called me there is suspicious activity on my device and wanted to confirm that?

It is a scam. 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: https://support.apple.com/en-us/HT204759

Also, the caller id number shown on scam and marketing calls is frequently not the number actually originating the call. The number is often spoofed.

One option to consider is Settings > Phone > Silence Unknown Callers. See: https://support.apple.com/en-us/HT207099

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