He may have thought you were a telemarketer. When people call and ask for my name, most times they are telemarketers.

I POLITELY reply this way: My name is Rocky. May I ask what this phone call is in refference to?

I don't take a breathe between sentences as not to give them a chance to dilly dally around. If it's a customer, they reply with "I have a few questions about kilts" or something like that. If it's a telemarketer, they usually then ask my position in the company... I then repeat my question (without answering theirs) and if I determine it IS a telemarketer, I hang up.