What should you do when ATC gives you a number to call to discuss a violation?
AOPA has an article on exactly this question (written by an attorney). Their advice is basically that it's a judgement call on your part and one that you should think about carefully. Not calling may antagonize the FAA, but calling if it's a major safety issue may be unwise:


  That doesn't necessarily mean, however, that you should call the
  telephone number or respond to the FAA's letter, and blather the most
  expansive defense you can conjure up. A little judgment is called for
  here--and, unfortunately, there are no hard and fast rules. If you
  think the FAA may be inclined to just admonish you orally or content
  itself with administrative action, then a humble, cooperative approach
  may be best. Saying you won't talk without a lawyer, when the likely
  outcome if you do talk is minor, may only prompt the FAA to propose
  sterner action. Before you talk, however, think carefully about what
  you want to say, how much to say, what questions the FAA is likely to
  ask and how you'll answer them.
  
  If, on the other hand, there is a substantial chance the FAA will take
  certificate action against you or will propose a fine, the best course
  of action, as I said above, is to hire an attorney. Don't ignore the
  FAA; be polite, but don't provide more information than the bare
  outlines of what is already known and obvious to all. State quietly
  that you understand the FAA's desire to investigate possible
  violations, that you take your obligations to fly safely very
  seriously, and that you will be happy to cooperate. Also say that,
  unless the FAA is not contemplating action against you, you feel it
  best to consult a lawyer before proceeding. Since the FAA likely won't
  give you any guarantees, its representative will be the one
  overreaching if he presses you to respond anyway. Politely decline if
  he does.


I also had a look through the AOPA discussion forums (members only, so no links) and my summary of their comments would be:


File a NASA ASRS form within the 10-day limit, whatever happened
If you know what you did wrong and you know it was minor, then make the call
If you don't know what you did wrong then call but be prepared to end the conversation immediately if you have no good response or you realize it's more serious than you thought
If you know you caused a major safety issue (actual or potential) then don't call and get a lawyer instead
If you know the person you have to call  - e.g. if it's the tower controller at your home airport - then you should give more weight to calling
In general, it's better to call and have to cut off the conversation than not to call in the first place
Whatever you say, keep it short and factual
When you find out what you did wrong, get some ground and/or flight training from an instructor to address that specific issue and have him endorse it in your logbook; this shows the FAA that you've taken the issue seriously and you've actively taken steps to make sure you won't do it again