The warnings I have seen by local police, indicate the caller is only attempting to have you say "Yes". They record you making that statement which they edit, copy and insert into a variety of 'agreements'.
You then begin to receive phone bills containing numerous additional fees that you didn't subscribe to.
When you complain to your phone service provider, they will have been provided with an audio recording as proof of you (your voice) agreeing "Yes" to additional services from various 3rd parties. These could be for things such as the $4.95/min. dating or sex sites that advertise on late night TV.
So many people now have certain bills automatically paid directly from their bank account, they may not even look at their bill statement until months after it was paid.
The best approach if you answer a call and are asked if that is you, is to as scratchme1010 suggested, ask in return, "who's calling" so as not to say 'Yes', thereby foiling the attempt to have you appear to agree to something.