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These people keep calling me saying that I owe a payday loan and never got one they say I owe 800 $ I called police

These people keep calling me first they use a private number telling me to call this number I call i they tell me to verify my address and my last social security I tell them what is this about they say I got a payday loan that I owe 800$ iv never got a loan they wont send me paperwork on this because I never confirmed my social and they told me where I work where I live and my social that iv been served with a claim I called police

I just got a call about a payday loan. I didn't get one.  They said they were supervisor and court order to arrest me. But I could pay them certain amount money. She gives me 24 hours. I'm scared by they had all my info.  Is this scam.