These debt collecting firms can be a pain. What they are trying to do is to get you to confirm some details about yourself without revealing anything themselves. The reason is that they hope in that way to confirm that you are in fact the person they want to chase for a debt. In other words, it's a fishing expedition.
You are completely within your rights to refuse to answer their questions & to insist that if they want to contact you they write to you with information identifying themselves and the subject they want to raise.
It is then up to you to decide whether to ignore their correspondence, but that is not wise. If you know you do not owe whatever debt they are chasing, write back saying so (recorded delivery; keep a copy) & ask them to stop contacting you. If you do owe the money it is best to come to an arrangement to pay it - if necessary by instalments over a period of time.
If you need independent help go to a free debt advice service such as CAB.