I got a phone call saying my iCloud has been compromised or something

As above... Those scams are ubiquitous.

Some more info:

Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

Blocking the caller doesn’t work, as calling numbers can and routinely are spoofed/faked/forged, just as sending email addresses can be spoofed/faked/forged. And scammers will sometimes spoof one of Apple’s telephone numbers.

Apple will never "cold call" a customer with that, or any other information. You can safely ignore the call/block the number.