Most cell phones and smartphones come with Caller ID so the number of the person calling with show up on the phone screen. If the person's number is in your phone book their name with show up instead of this phone number. Some phones will also tell you where the number is geographically based. Most carriers will help you block calls. You can also block calls by using an app, like White Pages ID, which also has a more in depth Caller ID.
For landline phones, you can either let your answering machine pick up every call and then call back the people you want to talk to. Or you can get Caller ID from your phone company. This usually costs an extra fee, but you will know the number/name of the person, business calling you.