As usual these scammers are too stupid to tell the difference between civil and criminal legal process in America, or perhaps hope you are just as ignorant. These I presume are fraudulent debt collectors from South Asia. Their empty threats of arrest, imprisonment, lawsuit filing, and/or asset seizure violate federal and state laws. If your tormentor is instead domestic, it will be your turn to say ''see me in court'', and it won't be a sick joke like their threat.
On 800Notes in the ''Debt Collection Calls'' forum is a thread titled ''Fake payday loan collection scams - Please list new numbers here ''. My notes and advice on the payday loan collection thugs, updated Oct 2011, can be seen on the lead page.
Whether you are called a debtor or some collector thinks you can flush one out, you have rights and options. Most are simple to exercise if you only learn how. The FTC and the CFPB can start you on your homework. See also if your state laws grant additional or stronger rights.
official FTC guidance and staff opinions on the FDCPA, PDF copy of the Act
CFPB reiteration of the Fair Debt Collection Practices Act