What should I do when I have Debt Collector asking me to pay for a debt back that is not on my credit report.

I don\'\'t remember any debt that I didn\'\'t take care of. Nor does it appear on my credit report. They want to sue me if I don\'\'t settle with them. I ask them for more proof that this debt belongs to me. And all they provide me is my Social Security number and said this is all they legally release. They also stated they can make this appear on my credit report if I didn¿t settle. What should I do? Pay them or tell them to get lost and see if they sue me?