Some criminals specifically target international students, telephoning them and pretending to be from a legitimate organisation (such as the UK Home Office, an education agent or even UKCISA). They demand money (calling it a “fine” for a non-existent immigration problem), and claim that if you do not pay them quickly, there will be damaging consequences (for example, deportation or cancelling your visa).
Read the UKCISA guidance here on identifying scams and how to respond.