Calling back an unknown number is a sure way to get your number tagged as a "live" and eminently scammable. Never call back an unknown number. It could also end up costing you a hefty fee on your phone bill.
If this is the first time you received a call from this number, it could be just a misdial and there's no need to report it. Anyone can make a mistake. If you get repeated calls from the number, then it makes sense to report it.