Wrong number

So on Christmas day I got a voicemail from a number I didn't recognize. This guy says "Hey! Jack and Judy! It's Tom just wishing you a very Merry Christmas!" Funny, considering I say my name very clearly on my voicemail message, and it's clearly not either Jack or Judy.

So then over the weekend my phone rings and it's a number I don't recognize, but I answer anyway.
Me: "Hello?"
Strange Number Man: "Judy!"
I say, "no, this is Angela". Thinking that he'd realize his mistake.
He says, "Oh, Angela. I'm looking for Jack Something-or-other".
I tell him "I think you've got the wrong number". I already feel weird that I told him my name, I should have just said that he had the wrong number and left it at that.
Then he starts in: "Oh, well I'm sorry... no I'm not sorry, I'm glad that you answered the phone. Tell me, what state do you live in?". I pause. Steve yells from the other room to just hang up. I have a problem with being 'mean' to people, I just can't do it. I can't hang up without saying anything.
"Um, I don't really feel comfortable answering that question", I say. I feel like I should explain that I don't really have any clue who he is, and just because he dialed the wrong number doesn't mean that I have to give away any personal information to this guy. Not that I thought he's a weird stalker, I just don't want to talk to him.
Him: "What STATE do you live in?"
I hung up. And I felt guilty. I don't know why :) Weird!