Got a card from US Office of

Personnel Management today, saying from Investigation Serivees. It has an Investigator's name and phone Number written on it. It says" The U.S. Government is conducting a background investigation on a person you may know. Please call my office during business day and leave a message of where and when I may contact you to arrange an interview". What is this abt? Has anyone here seen this before?

Should I reply and call them? I thought in this country we have rights to refuse answer questions, if we don't feel comfortable. Thanks