For example, my dad apparently got a call on his landline today by someone asking for me. This person identified himself as being with the sheriff's department and said he needed to speak to me about "a legal matter". I have no idea how anyone got my dad's phone number. I freely give out my cell phone number, but I haven't listed his landline on anything other than emergency contact cards in years.
So my dad identified himself as my father and asked what the call was about. Apparently, the guy immediately got aggressive and told him "First of all, you're his father so it doesn't concern you, and second-" and that's apparently when my dad hung up on him.
It was, of course, a scam of some kind. I haven't gotten any calls on my cell phone, which is a lot easier to find if someone has my information than my dad's home phone number. On top of that, I'm sure an actual police officer would have just said they can't talk about the issue and just asked for me to call them.
But the point is: don't just start answering questions when someone calls you. Ask your own questions, first. "What's this about?" is not out of line, and just because someone tells you on the phone that they're with the sheriff's department doesn't mean they actually are, particularly when they don't give you a name up front.