Where could it be from?
Well...
39 is Italy.
But then moving on to the third digit.....
Obviously you can discount 0 (as that's for in-country dialing) ... which leaves us 6 ... which is regrettably not part of Italy's dial plan.
So basically, as others have suggested, you've been had.
Or in technical terms, you've received a nuisance call presenting an invalid CLI.
BOAC is not quite right, it isn't strictly a VoIP thing... but VoIP makes it easier (assuming your VoIP provider is lazy and does not validate CLIs).
Best you can do is ask your service provider to trace the call and pass on the complaint. It involves work on their part due to correlation of various bits of data, i.e. its not typically something Customer Service can look up with a few keystrokes on their screen.