It's unwise to talk to them at all, and calling them back is an even worse idea. Even if you don't give them any information, they will record and sample your voice, especially if you answer yes or no questions, and may use the recording for fraud with voice recognition systems, e.g. when talking to your bank, since voice recognition is becoming more common in semi-automated customer support services. Plus they will list you in their gullible citizens databases, which are a very real thing, and aggregation/sale of such lists is a very profitable industry
Scammers are currently way more inventive and technically advanced over here and in Ukraine than in the US/Canada. Actually, since the beginning of the war, it's normal to get up to several scammer calls a day, some of which are very realistic and even mimic short numbers of various state services and big banks on caller ID. Some are from Ukrainian scammers (they are said to be working both for the government and independently), and some are from scammers that are said to be working for Russian criminal organizations run by corrupt law high-ranked enforcement officials. All telecom services are significantly cheaper here than in the US so it's normal for most people to have multiple cell phone numbers/Internet plans, and it's amazing how fast scammers will get your information after you leave it in association with a freshly acquired phone number while shopping or dealing with various municipal or federal agencies, e.g. when you pay fees or you leave your number/data in a big store to get a discount. If I want a discount, I usually leave a fake name and/or put errors in personal data, plus I have a separate phone number for all such things. It's supposed to be common knowledge but still LOTS of people get scammed because some of these calls are very believable and intimidating (people presenting as federal investigators, debt collectors, etc, knowing your full name and ID data).
