U.S. Marshall call – might’ve given info

Hi guys I’m one of those that never thought this would happen to me. Just got off the phone with the actual U.S. Marshall office who said it was a scam call:

I got a call from a number similar to mine and asked for a name I haven’t used in years (my old married name). They said a package was sent in my name to an address in Texas and that it could be containing drugs in it. And that they think it’s a case of identity theft but wanted to confirm a few details first. They told me my home address and asked if I knew it. I was stupid and said that that’s my home address. Then they asked what’s my current name and I gave them the current last name. That’s all the info they have. My social security number has been frozen for a couple of years (I froze it out of precaution, and only unfreeze it when I need to apply for any credit cards or whatever). Am I in any danger?