MY OWN PHONE CALLED ME

I JUST GOT A CALL FROM MY OWN TELEPHONE NUMBER.  I WAS SHOCKED WHEN I SAW WHO WAS CALLING ME, IT WAS ME - I HAVE A SPOT ON MY PHONE LABELED MY PERSONAL INFORMATION.  IT WAS A COMPUTER SOUNDING PERSON/THING AND IT SAID MY ACCOUNT HAS BEEN FLAGGED, PLEASE PROVIDE THE LAST 4 DIGITS OF YOUR SS NUMBER TO UNLOCK YOUR ACCOUNT. 

I WAS STUNNED SO I HUNG UP THE PHONE!  I HAVE A WINDOWS PHONE AND THIS MORNING I WAS TRYING TO UPDATE MY INTERNET EXPLORER BUT WAS UNSUCCESSFUL.  I DECIDED TO WAIT UNTIL I GOT HOME TO FIGURE IT OUT, BUT I NEVER WENT BACK TO UPDATE MY EXPLORER.  COULD IT BE THAT SOMEONE HACKED MY PHONE AND HAS ALL MY INFORAMTION IN MY ADDRESSS BOOK...??? 

I DELETED ALL MY BANKING INFORMATION THAT WAS ON MY PHONE (WHICH WAS ACCOUNT NUMBERS, ROUTING NUMBERS, PASSWORDS ETC) I TRIED CALLING ATT AND GOT SOMEONE WHO DID NOT KNOW WHAT THEY WERE DOING HE THOUGHT I SAID MY ATT ACCOUNT WAS FLAGGED, HE WASTED LIKE 20 MINUTES OF MY TIME LOOKING UP STUPID INFORMATION WHICH WAS NOT MY QUESTION TO BEGIN WITH.

WHAT SHOULD I DO? 

THANK YOU!