Disregard the message and block the number or simply ignore it every way possible. It's just a poorly planned scam going by what you said. You're supposed to be scared so you'll need to go to a WU and wire the thief money and it'll magically disappear. Prepaid cards like iTunes are a favorite as well. You either left details out or this idiot put the cart before the horse since they seem to think any WU will have details on the matter. Thinking past the present isn't usually a scammer's cup of tea.
I received a recorded message from this number claiming there was a pending legal action against me and to immediately call back. The woman I spoke with identified herself and asked which phone number I received a call on. I gave her the phone number and first and last name and asked if she could verify my correct address, as the IRS should have that information, At that point the line went dead and disconnected