I received a voicemail from this number and they identified themselves as Microsoft. I was suspicious because they were "responding to an inquiry" and I didn't make a recent one. The caller left a name (garbled) and an 800# to call back. Since my caller ID gave a local Pennsylvania area code, I checked out the local number, which took me here, and the 800# which in fact was Microsoft's Small Business local office. In any case, this number now appears to be legitimate, but I did not call them back anyway.
The person could be using spoof caller ID. When someone uses that, they can say they are calling from anywhere. Don't give them any personal information.
I think you're right. Other posters have speculated that this is some sort of reminder service for medical appointments. If so, and since Caller ID identified the call as "IMPORTANT MESSAGE", why didn't they leave me a message? It's my experience that legitimate callers will leave a message if it's important. If they don't, they want to talk to someone in person which almost always means it's a telemarketer, a political group, a charity, or some bottom-feeding debt collector. If they don't leave a message, to hell with them.