If you see an incoming call on your caller ID but there's no name associated with it, there's a way to look that number up and find out who is calling you. The process is called Reverse Phone Lookup and it works like a phonebook but in reverse.
First, there are lots of free services out there that will actually tell you what city the area code is associated with, whether the number is a cell phone or a land line, and who the carrier is (for example AT&T, Verizon etc). Just look up any National Phone Lookup site on the web and you can get all this without paying a cent. It used to be easier to tell where a phone call came from just by looking at the area code and the second group of numbers, called the exchange. That's all changed now, however, with new codes and with cell phones.
At least knowing that the number is from a land line or not will direct you to your next step, which is looking it up in white pages online if it's a land line. There are also several websites that let you search a phone number for free, provided you know it's a land line not a cell phone.
If you didn't find the number in the White Pages, or if the number that shows up on your caller ID is a cell phone then you have to upgrade your search. Cell phone numbers are more private and only paid databases will reveal who is calling you if it's from a cell phone. You will have to find a National Phone Registry and pay a fee. The fee is either a one time fee for that particular number, or you can subscribe to the service and pay a monthly fee. That's if you're a private investigator or someone who gets lots of mystery calls and can't stand not knowing what's going on.