How did they get my address and my moms number? They have been looking for me for 3 years....

Thanks. but a similar thing happened to my mom and she DID go to jail for a bad check but the thing is if I DID take the loan out it was an ONLINE loan and I DID NOT write them ANY check, I can NOT get arrested..... Should I call them?

Of course it's a scam - debt is a civil matter, not criminal, so no, you are NOT going to be arrested and taken to jail.  If it was a legitimate debt collections agency, they would have no problem mailing you a debt validation letter proving you owe the debt to them.  

Read about the FDCPA and learn your rights as a consumer.  They also do not have you on camera - how very creative of them - not.  Report the call to the FTC, the FBI and your state's Attorney General.  

When "Adam Stein" calls back, tell him that the FBI is monitoring and recording all calls he and his "company" make to you.  Please do record the calls too - if the scammers are based in the US, you could sue THEM for multiple violations of the FDCPA.

This is a criminal extortion scam operating out of India. They are making the calls utilizing VOIP and the names of legitimate firms to make it appear the calls are originating from within the US. There is NO "company" or "debt" and you will NOT be arrested. They are harvesting and/or buying consumers' personal identifying information from unscrupulous websites like the one you may have filled out an application with, and you need to do whatever you can to protect yourself. This includes: Notifying the FTC: https://www.ftccomplaintassistant.gov/, placing fraud alerts with all three credit bureaus, notifying your bank and employer and letting these criminals know you are aware they are attempting to extort money for a non-existent debt and have alerted the authorities.

ABC News released an investigative report on this scam a year ago:

http://abcnews.go.com/Blotter/phantom-debt-co ... 16512428&page=1

My mom told me that this number called and asked for me. The guys name was Adam Stein. He said I was on camera and I took a loan out ( I do not remember) He said that If I do not call by tomorrow that I will go to Jail.. is this real or a scam?

This person states that its not a collection call. If it isnt then why are they calling!!!

They just called and left a very odd sounding message.  It was almost robitic.  They said that "this was investigator Adam Stein" and it was about a loan and they were going to file fradulant charges if I didn't respond by Monday.  No company name or anything.  The message ended with the phrase "good luck."  I felt that was very unsettling.

Did not give this number a chance to leave a message.  Came in on my cell.  First time they called they said that I owed money (which I do not) and threatened me.  It is a scam.  They want my home address so that they can serve me with with legal papers.  How in hell can they serve me without knowing my home address from the start?  It is a scam.  Do not tell them anything, hang up and block their number if you can.
Hope this helps.