phone call saying iCloud account had been compromised

You did the right thing, Apple will never call you and tell you that your account has been compromised - Never, ever. They will only call you if you called them and asked for a return call.

Avoid phishing emails, fake 'virus' alerts, phony support calls, and other scams - Apple Support

This is a scam. Did you provide any potentially damaging information to anyone? If yes, you'll need to follow up, for example, with a credit card company, Apple, your bank, etc.

If you gave you Apple ID password to the scammer, then

Change your Apple ID password https://support.apple.com/en-us/HT201355

Here is what to do after you change your Apple ID or password

https://support.apple.com/en-us/HT204071

And, here is some information on how to "Avoid phishing emails, fake 'virus'

alerts, phony support calls, and other scams:" https://support.apple.com/en-us/HT204759This

read also provides information on how to "report phishing attempts and

other suspicious messages to Apple."

Here is another read that covers scamming. It deals with the App and itunes Stores, but it also has more general applicability https://support.apple.com/en-gb/HT201679

Related to above If you see apple.com/bill, itunes.com/bill, or an unfamiliar charge on your statement https://support.apple.com/en-us/HT201382