Inappropriate Call Times and Sharing of personal information

This company called me at 6:27am to notify me that I had a parcel scheduled to be collected. He gave me my full name and surname (which is odd because I rarely ever put my second name anywhere) and he gave me my old address. I AM EXTREMELY TROUBLED that a company I have never even heard of can have so much of my information. I have not requested any parcel to be collected, I'm not expecting a package and I wouldn't use my old address.

I called trying to find out what's happening and was just met with a rude regional warehouse manager who had no idea about the call or package