To find out who called your phone, look up the phone number with a reverse phone search or dialing service. These online services are usually free and provide enough information to determine if someone you know called.
A reverse look up website, like whocalled.us, checks the phone number entered against phone listings in various directories. The data provided includes name and location. This is a good service to determine if creditors or salespeople are calling and hanging up rather than leaving a message.
Another option is a dialing service, like spydialer.com, that dials the phone number and activates the owners voice mail system. It records and plays the voice mail message, which usually gives the owner's name and it may even be possible to recognize the voice.