Potential Scammer

Someone sent me a message telling me they had my cat, they were some random animal control person and that they needed a 6 digit something, is starting to be infuriating, please, someone tell me if this is a scam, what they could do if they actually get those numbers, and what to do next (obviously I won't give them any numbers), I'm not sure how to report scammers nor what to do if they actually have my cat(most likely not because the number is from Colorado and I'm in GA) and will threaten to harm him if I don't cooperate. Pardon me if I have to cover my number but I can't with this anymore, this is just cruelty or rage bait at this point for me.