...
Start by listening very carefully to what is being said. You'll likely pick up clues that suggest the call is random; things that a real caller should know. Second, especially if the caller is a real person and not a recording, take note of all the instructions, details, etc. and then hang up and call your bank (or whomever the caller impersonated) on a number you get from a bank statement, Internet search, etc.. They Do not call back using a number provided by the caller. Your bank WILL be very happy to hear from you and they will confirm for you whether or not the call was legitimate. If you're talking to a real person, and they're a scammer, they will try very hard to keep you on the line. A legitimate caller will understand your plan and will support itencoiurage you to hang up and call back via a published phone number. Don't let yourself be bullied.
...