THey messaged me "Hey, (my name)" then never responded. I don't owe anyone money. So I don't see how a collection agency would be trying to contact me.

Yes, it is another tactic they started using.  Collection companies will comb through everything and go to any means necessary to get a hold of you. They wont give up until you pay so best of luck.

I am not sure how they got the names maybe facebook or something, but same thing happened to me, and they used my nick name that only friends call me.

This number is associated with a collection agency. More them likely its a personal phone number of a employee trying to collect what they are owed.

Same thing with me today. How do they get our numbers?

got a text message from this number saying "Hey (my name)??"
When I replied "yes... I don't have this number saved who is this?" They never answered.