Not unless you want to call the cops and try and get them interested in a sting. Since the call can be made with just a name and phone number, it's not evidence of any kind of compromise of other personal information like bank accounts or SSNs.
In the world today it is probably a good idea to periodically check your credit reports, and you can sign up for credit "locks" or "freezes" at the different credit bureaus, for different fees, and you can set up email and text alerts on your credit cards and bank accounts for unusual activity. But a phone call by itself is not evidence of information theft, unless the caller knows your SSN.
