obviously they are scamers. I got the same message. The FBI absolutely does not contact individuals in this manner. If the FBI had to contact you, don't you think being the federal government they would have the resourses to make a house call? I think the FBI knows where US citizens live and would want to speak to them in person.
These people are from Nigeria they pull these scams all the time If you return the call it will charge your phone a lot of money also they do the scam where they say you have inheritied money from a relative be very careful DO NOT answer the email or phone #