Just had that happen to me. I'm looking for jobs, and got this caller. They never left a voicemail, so I called back, and it says the same thing. "Caller has not set up voicemail account". It's some scam!
My mother just received a call with the same message about a free cruise. I have her on the no call list since she is handicapped. These people need to be in jail.
Today saw this number come up on my cell phone as a missed call. I called it back and got a message that voice mail had not yet been set up for the number. Did a search, read some of the previous comments & have now blocked the number.