Hello Karen and thank you for your question, I look forward to assisting you today. You did the right thing by coming here for advice. Do not call this number back or speak to anyone that tells you they are from Microsoft. This is a scam to gain access to your computer and possibly infect it with something called ransom ware. This type of exploit will encrypt your entire computer until you pay the individual a large sum of money to unlock it. As long as you have not returned their call or allowed them access to your computer, you will be okay.
No! Microsoft will not take the initiative to make this type of call. These scams occur all the time and many people fall victim and end up losing money. As long as you have a good up to date antivirus program, you should be okay.