Do not telephone them.
Any properly conducted company would contact you by letter to your home address and maybe by landline telephone, not a mobile phone.
Are they leaving messages to you personally, giving your name?
You may consider buying a copy of your credit record - this company uses Equifax - to see if there is any adverse credit against you.
You can apply on line. It costs �15, but could give you information you need to set your mind at rest.
http://www.equifax.co.uk/
Also, if there is a mistake, you can get it rectified.
If you have a male friend, get him to ring the number asking why they are leaving messages on his telephone. After all, you could have lost or sold the phone at any time.
Good luck!