Spam caller stating I entered into a contest for $25k and automatically start in with "give me your info" and won't take no for an answer or take me of their list as previously asked.

It's a spam caller asking for info as you have "won" a contest.  Have them remove name from list and hang up.

these people tell you that you are entered into a sweepstakes contest when all it is is an attempt to retrieve your info dont tell them anything