What Ronny means is that the call is from someone pretending to be from Microsoft. The fake Microsoft technician lies that your computer is infected with a virus and offers to "help" you remove it. In doing so he directs you to a web site which, if you follow his instructions, actually will install a virus on your computer! Then the fake Microsoft scammer can rip you off in a variety of different ways.
Nothing bad can happen as long as you don't answer the call and follow the instructions the scammer on the other end gives you.