It's nice they warn you. I guess that gives you time to pack and leave the country. Seriously, this is a debt scammer and they are trying scare you into paying a debt you do not owe. Ignore and block the calls. Don't call them back to protest, that just encourages them.
Info for you: http://800notes.com/arts/harassing-calls-from ... ou-need-to-know
they called me said samething along those lines yet mine wasn't for a payday loan.. I paid them I asked for a paid letter they provided that to me and they always never once asked me for money I did speak to an attorney and a police officer they stated to me that a company can go after you for a bad check u wrote which my attorney also told me can happen. now if u feel these were scammers they sure got me but all the info I looked into and asked every question I could I got what felt like honest answers in return and not just from them from my own family attorneys they gave me a title and code to give my attorney and I did he said this is something that is possible since it was over 1000 loan I took out. it wasn't even from a payday loan company they were talking about in my case anyways...