Unknown phone calls can be a part of cybercrime. If you haven’t done anything then you don’t need to worry. Next time if you get any threats then file a complaint against the number in any of the cybercrime helpline numbers. You can ask them to track down that number and tell you the owner name. This can be done online.
But if you are getting constant threats, then it’s a serious matter. You should immediately file an FIR, if you are getting constant threats. You can consider lodging an FIR with the police station that falls within your area. Make sure you have all the details of the calls and the text messages received