I like that! And then when she hangs up, call her back and then pretend she just called you.
Win.
The best part is if you can manage to get her to tell you her name without realizing she did it. Then you can use that on subsequent calls. When I was a dumb kid in college, we used to prank people in the other dorms that way. Drove them nuts. "HOW DO YOU KNOW MY NAME?!?!" Duh, you told me, you moron!