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They likely would not, so it is very odd. If it pertained to a legal matter, they would send you notice in the mail or have you served with something. The only other thing would be if you were possible a witness to something and they did not know who you were but wanted to speak with you about something. If someone just showed up, I would not volunteer any information and ask for their names and look them up online, to verify they are attorneys before you do anything.
If it was criminal yes. However, if they showed up at your home, then they know where you live and would mail you any legal documents, making you aware of an inheritance. Please let me know if you have any follow up questions or need any clarification on something which I stated above. Also, remember to rate my service at the top of this page, before exiting the site, so I can receive credit for my help. I hope you found it to be Excellent! Only rate my answer when you are 100% satisfied. If you feel the need to click either of the two lower ratings to the left, please stop and reply to me. I want to make sure your experience with the site was as pleasurable as possible and that you are satisfied with the help I provided.
I just wanted to follow up and see if you had any other questions or needed me to clarify something. I am here to help, so please let me know. Thanks!