Oh, you left your phone behind?
Kendrick does a wordplay here on “What’s your callin'? Oh you left your phone behind?”. “Calling” is of course not used literally: finding your calling in life means finding purpose to live.
She is either lying or confused, because she is calling Kendrick with a mobile phone, so she didn’t leave her phone behind.
She is probably confused, because the next line tells that the person has identity crisis: she is confused.
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