Keyhealth and their attorneys threating me with legal action - ***!?!?!?!

My membership with Keyhealth was terminated last year already. Today I receive a call from some attorney saying that I owe money to Keyhealth and they will proceed wil legal action. The lady didn't even introduce herself to me when I answered. She then proceed saying that they will proceed with legal action and I trying to figure out what money I owe Keyhealth as they have never made contact with me to inform me about outstanding monies. So how does that work that I get threatened with legal action for something that I was not even aware of as Keyhealth never contacted me about these outstanding monies. I then don't even get the opportunity to try and figure out what money is owed as according to my knowledge I don't owe anything and my membership was terminated last year??