Paranoia the Great Destroyer

I received a text message from a number I didn't have saved in my phone today. "Is this the Rocky who entered the NCAA bracket?" I had, indeed, entered one NCAA bracket at my local bar for a small amount of money. It was to win a bar tab, though I never even checked to see if I'd won because my picks were so atrocious. Turns out everyone's picks were bad and I won by a tiny margin. But I know the bar owner and have his number saved in my phone, so who was this message from? I told him I'd stop by in a couple hours to collect my gift certificate, and he said he'd be there. But I thought, what if this is illegal? Maybe the Feds have setup a sting and they're going to arrest me the moment I walk into the bar. After I got my gift certificate, I told the bar owner my concerns. He said, "Wow, you're more paranoid than me."