If they are calling without an expectation that you always pick up (such as if you are a business coach or a one-man shop) then thanking them for calling might make the most sense.
Some providers might indicate they prefer phone calls. In some cases, the phone call will direct you to a reception line. In other cases, you will be prompted to leave a message in their confidential voicemail box. You can use the following script when leaving a message: Hi, my name is ____. I found you through (name of website or referral).

This type of service can be very beneficial as users are still able to craft their own messages, while a professional reads them. In doing so, companies can spend more time on the scripting process, making sure the text conveys everything they want it to. As such, companies may bring in expert teams to draft, revise, and/or finalize the script itself. The bottom line is you can take more time to get the words right. Additionally, in working with a professional voice talent, you are ensuring your words have the utmost impact—i.e. the words are read perfectly with the right tone, resonance, pacing, etc.
If you drone on and on, there is a good chance that some of your callers are going to hang up before leaving their message.