Receiving a phone call from a number you do not recognise can make you cautious when answering your phone. Perhaps you are avoiding call from a certain person and he tries to contact you using someone else's phone number. That would be very annoying and deceiving, so you may want to identify the caller or at least the actual owner of that phone number.
Go to a phone-search service such as Whitepages.com, Phonebook.com or 411.com (see References).
Click the tab "Reverse Phone" and enter the phone number into the appropriate fields.
Click the "Find" button and wait for the results to display on the bottom of the web page.
Some numbers may be private and can not be obtained by the public.