Almost got scammed and now freaking out

I almost got scammed today - really went on way too long before I figured it out, and I’m so lucky I didn’t hand over any money. Some man called me and gave me a name and badge number and told me I had a bench warrant out because I didn’t show up for a court summons and then gave me my name and address. I am so, so embarrassed that it took me as long as it did to realize it was a scam.

It also made me realize that if the police actually did call me I’d have absolutely no idea what to do.

Anyway now I have no idea what to do with myself except to sit in shame and be afraid of people? Help.