Sir Bedevere is rite on his remark. The catch 22 here is when you call them back to see who it might be you automatically are removed from them calling you as you initiated the call to them. You will have to now realist you numbers again on the Do Not Call List.
Calling them back while being a foolish move does not remove your name from the DNC. Once your name and phone number are on the list the only way it can be removed is if you remove it yourself. It is never a smart move to call a number back if you have no idea who it is. Some numbers can end up costing you lots of money when you call them back. If the call was really important, then they would have left a message identifying themselves and what they wanted.