Basically hello while I was grabbing my Go Bag (1), texting my Witness Protection case officer the secret is out (2), and start to learn a new Identity (3).
Wait, wait, that is what I saw in a movie I am not that important...... Hello, How the F did you get my number, where are we meeting for a beer
I would say, "Well, hello Einstein. It's nice to hear from you but, if you don't mind me asking, how did you find out my name and number?" Yeah, that's what I'd say. Then, what would you say?