I've gotten a variety of different calls. I used to get ones where they would call and ask for the manager of the fake company I made up (me), and then they would ask me how I liked my subscription and try to get me to buy more magazines. They would only say that they were "your magazine's publisher", and would not give me a real company name. I'm sure Mercury just sells the info to a 3rd party marketing company.
The other calls I got were ambiguous voice mails about my "outstanding debt", although I have never once given out any sort of credit card or financial info which could be used to accrue debt. I remember my mom freaking out about the messages, but she's one of those rubes that falls for that crap.
Just ignore the calls. Signing up for these mags in no ways legally binds you to give them any sort of payment. They just sell your info to sales companies who try to scare you into giving them money. If you ignore them long enough they go away.