Sandra, When people leave a job this happens a lot. With everything happening with a new job, you can get very busy and sometimes forget to address what to do with your 401(k). When you leave a job you can do a few things with an old 401(k): 1. Roll it over into your new 401(k) at the new job. 2. Roll the 401(k) over into an IRA that you can choose what to invest it into 3. Take a full distribution. The 3rd option I would not advise doing. If you did this you are going to be taxed on the distribution and if under 59 1/2 you will pay a 10% penalty.
If you still have a contact with your old company I would call them and ask about the 401(k). You could contact someone in the HR department and they should be able to direct you to the right place. If you know who the plan was with (Fidelity, Vanguard, etc.) you could contact them directly and tell them you had an old 401(k) and are trying to get information on it. If it is with one of the large 401(k) companies (Fidelity, Vanguard, Schwab) they will be able to help you roll it to an IRA with them if you want to.
It's my advice that the Social Security Administration will rarely if ever advise you on any money owed to you by anyone. What you describe sounds like an attempt to get some information from you that somehow will help “them” in an attempt to get your personal information.