You died, and you we're in a purgatory, which looks more like some kind of abandoned restaurant. The phone guy was helping you get through the nights, but in night 5, he reveals that he IS one of the animatronics trying to get your plasma, but he explains that that it's only his remains, and now he's only a manifestation of his own voice

Golden call: After Peter hang up, you heard a phone ringing, but it wasn't coming from your phone, it was coming from the window behind you