Did I just get a phone call scam?

SCAM, SCAM. Call your Credit Card Customer Service and tell them you lost your cards and to stop any charges. They will issue you new card[s] with new numbers. Tell them you lost the cards at the mall, you went to lost & found but they were not turned in. Stick to that story and everything will turn out fine. NEVER GIVE ANY INFORMATION TO STRANGERS. If they said you won millions, ask for their name, address and number and that you will call them back. Then FORGET IT.