Whether you choose to follow up by contacting Cox for verification could depend on why the alleged Cox representative said they were calling you. If it would be something of significance if legitimate, Cox should be able to tell you what it was if you contact them. Send an email to cox.help@cox.com and ask them if it was a legitimare phone call and if so, ask for more information. This will allow you to determine the authenticity of the phone call and the email will provide documentation for any potential issue with Cox.