A phone message is not service. You may want to obtain a copy of the court record of issuance of the subpoena. This may be obtained through pacer or with some courts, the court's website.
Disclaimer: This answer does not establish an attorney-client relationship and does not constitute legal advice. It is for general information purposes only.
A subpoena absolutely CANNOT be served by phone. It has to be on paper, and handed to you directly, given to a person of suitable age or discretion at your home or place of business, served through publication in a newspaper (but only if a court orders this), if you are NOT a party to the litigation. (If you are a party, it can be served on you by mail.) If you are not a party, you are also entitled to a day's witness fee, and mileage to and from the courthouse from your home.
Call whoever called you and tell them you were not properly served and they failed to tender the appropriate fees. Whether or not you're a party, you should appear and protest service, and ask the judge to quash the subpoena. It's easier than being held in contempt, and trying to vacate the order later. But under these facts, you are under no legal obligation to appear.
DISCLAIMER - THIS IS NOT LEGAL ADVICE, AND NO ATTORNEY-CLIENT RELATIONSHIP IS CREATED. THIS IS SOLELY FOR GENERAL INFORMATION PURPOSES.