they will never leave a message, as they are hoping to get a live person on the line in an attempt to strong arm information out of you. they will ask for you(or whoever they are looking for) by your first name only and volunteer no information about who they are and where/why they are calling. the true purpose of the call will only become clear if they believe they have located the correct person.
report all unknown, annoying calls to the FCC via the web. easy and fast to do. simply fill out the online form with the call details. keep a log of times/dates they call and add all of the information to your complaint. they might switch to a different number but log that too and add to your complaints each and every time they call referencing the original complaint reference number you have.