Aside from ETL, Database and "Data Engineering", I also have some significant experience working as and keeping up with InfoSec trends and have various training and experience in lots of network and information security, over the years.

At one time, I was a CISSP and have received all kinds of training over the years including variously private industry, government or personal training.

One of the more interesting stories includes training specifically on "how to be a hacker", so to speak given by the U.S. Government. 

This was part of a program with, if memory serves, the Department of Homeland Security. We learned specific offensive techniques in the course of about a week. It's interesting because you wouldn't normally think of a government training someone in "how to hack".

In fact, most of "hacking" is really just social engineering and what we learned in that course were many specific attack tools and vectors and techniques, but the "social" aspect of hacking is probably even more "nefarious", so to speak.

For this reason, I always instruct my own children to avoid giving away personal or private information either on their computer or their phone.

This might seem intuitive, but it's easy to get tricked by a supposed "authority". 

In the past I have had "Microsoft" supposedly call me. Others as well.

These are almost always fraudulent phone calls. Once in a Blue Moon a situation might align so that I engage with the caller for a "reverse" joke where I pretend to be "bought in" to whatever story they are telling. Eventually the Scam caller will figure it out and hang up. A couple of times they get mad when they figure it out.

Usually people don't really need things from you if you do not know them or have prior business. When "The Police" call, it's probably not the police. Why? Well for one thing they don't call you up and announce themselves if you committed a crime. You get arrested. So, why would a Police ever want to call you? Especially if they already know e.g. your number and probably your location so again no need to call first. 

I once read a book about Psychology in which the author described the scary frequency with which fake callers can call a hospital and pretend to be a physician and "order" bad drugs to someone. 

Similarly, someone can pretend to be a "police" and perhaps talk a child or even an adult into making bad choices or releasing information that should be secure. When that happens, if you really need to know, you should call them. Just hang up, and call them (at a KNOWN number, not the one they called from!) and see if it's real.

As for me, I ignore stuff like that. Once in a while I might "goof off" but mostly it's not worth the time. 

Either way, never give away information to "authorities" or really trust any supposed authority unless you first reauthenticate through some known method, as I said maybe you call them or drive over for a "face to face" to make sure it's real.

Anyway I recommend anyone do the same. If it is a "real" authority they will find you eventually.