If you do not say anything, then the only danger is that the caller knows that the number is live. But that does not seem to be a big risk since they appear to think it is live anyway.
Just answer but say nothing except "who is this please?" then put the phone on mute to help you resist the temptation to say anything. Phone scammers are experts in playing on people's emotions to get them to engage. The trick for you is to not say anything except to ask questions. Do not give any information but turn every one of their questions back into a question. It might seem childish and rude, but it's effective.
There are lots of legitimate reasons for legitimate companies to call you while hiding their number. If you find out that it is legitimate, then you should be able to go to the official website to get a number where you can call them back on. Aim to do that.
If it is not legitimate, then call your phone provider to get the calls blocked.