Cancelation fee

I’ve joined gym company three weeks back, now I have to relocate to Limpopo. When I called today to cancel I was told I have to pay for cancelation fee, and I was told someone will contact me but never received any call.I never went to gym at all why do I have to pay for something that I never used. I'm traveling this Friday, and told to go to Maponya mall to cancel or I'll get blacklisted.