they say they are coming to my last known apartment to deliver legal documents if i don't call them
they dont identify the company or what it is for  on the message

It depends on what state your in. in 21 states payday loans are illegal.  Check your state here:

Payday loans
http://www.paydayloaninfo.org/state-information

I can't get a lock down address for this company, just that it has been named in a lot of cease & desist suits. One page suggests it is in Nevada. But its named in a lot of these pages:

http://www.wysk.com/index/nevada/city-not-spe ... ngs-llc/profile

http://www.consumermojo.com/ny-goes-after-online-payday-lenders/
http://taxes.lohudblogs.com/2013/08/06/state- ... l-payday-loans/

http://www.dfs.ny.gov/about/press2013/pr130806-link1.pdf

If you don't owe them and never did, I'd recommend sending them a cease & desist order but getting a lock on the addy is a challenge. I can't even find a BBB on them.  In this case, I'm saying file complaints with:

Your State Attorney General
Their State Attorney general
https://www.ftccomplaintassistant.gov/#&panel1-1
http://www.consumerfinance.gov/complaint/

Maybe the NY Attorney Generals office can give you a address for them?

Also consider maybe getting a call blocking device or phone.. You can google them and many are around $60.00 or so.

These people call everyday sometimes leave messages , now they are threat in got come to my job and summons me, this is for a pay day loan , they are telling me it is for $960 . They have been harassing me and using scare tactics for over  1 year, they claim this debt was taken out in 2012- How do I get rid of them?

These people called and said they were coming to my job and have me arrested and take me to jail over a debt that I already paid, bull crap. Did some research and they are located in Atlanta, GA. Don't let them use their scare tactics against you.