Is my phone duplicated or hacked or what?

I got a text from a random number saying who is this? and I replied who are you? and then they said you just called me and I just said sorry I didn't maybe you texted the wrong number. And then he or she replied back with a picture of my number in their call list. I checked my call list and there was nothing. Then I called at&t to see if they could find the number and they couldn't so what does this mean???? because in the photo he texted back it clearly shows my number. I feel like I need to hand my phone over to the police or something. 🙈🙈🙈🙈