To find this suspicious and odd?

[Wiglets]

Number I didn’t recognise called me this morning, didn’t realise as I was shopping but when I saw it I called it back. Woman answered and sounded nervous. I said I’d missed a call from them and they said “umm no, I don’t think so”. I said “oh, ok … it’s just that your number was on my phone”. She said “who’s speaking?” so I told her my first name. She went quiet and then said “Wiglet from where?” So I told her the city I was in (didn’t know what else to say!). She replied “oh, umm no I don’t think I called you”. I said “ok, no worries. Bye”

But I’m a bit confused, they clearly did call me, it was their number on my phone! AIBU to be suspicious about it? It was a mobile number.

Oooh so maybe not a missdial but spam

Actually ignore that op. I misread your post.

Block it and don't worry. If I get an unknown number calling me, one I don't recognise, I ring but don't speak. When they say hello, I say 'You rang me at X o'clock and this is a call back but I withhold my number. I don't give out info unless they identify as...say..my local Council or Specsavers etc.
Least said the better.