Unwanted communications can be an annoyance in real life. In a game they can be that... or much more.
In the real world there are essentially two options: the call is random marketing, or perhaps it's some kind of attempted scam or phishing. It's annoying, but in either case just hanging up or ignoring the message deals with it.
In a game world, there could be other possibilities. They could be sampling audio (or video if it's a video call) and using that to work out where you are or other information about you. They might record your voice and use it to synthesise you saying something you never said. Depending on the tech or magic in effect, they might be able to scan your brain patterns or set up a telepathic link that is difficult to break. They could cast curses over the link. Think of Pippin and the Palantír.
Commentary by memnarch (who has not seen the movie)
Hah, old mentor to the rescue! Probably. Definitely looks like Luke snapped the connection there at least. I'm really curious how this all played out in the movie. Rey looked angry enough to possibly have been shouting, so that'd at least draw Luke out even if he didn't sense Kylo at first, but now she looks more calm.
Did Kylo just call out to Rey to insult and/or taunt her a bunch? He seems childish enough to do something like that. Especially since he wasn't allowed to finish destroying the Resistance flagship for some reason. The main point against that however, is that Kylo hasn't looked like he's spitting words to get a rise out of Rey. Minor points as well would be that Kylo likely wouldn't spend the effort to continue the Force Phonecall just for that and that finding Rey is just a comic plot point, possibly.
The phrasing the GM used in describing the connection does make me wonder. While we likely won't know for some time, that's exactly the way I'd word it if I wanted to pull a bait-and-switch. Luke is definitely a powerful Force User, but we didn't get any indications here that Corey was in on this OR that the GM was specifically calling out Luke. And with Luke saying he'd had an "unlisted number", that's an even bigger sign that there's a fourth party involved here beyond the three we see. Maybe we'll get a metaphorical reappearance of Yoda/Obi-wan/Anakin? We've still got that dangling plot thread after all.
GM: A connection like this shouldn’t be possible. You both feel a powerful Force presence mediating.
Luke: I come out of my hut.
GM: You see Rey standing there, talking to someone who once tried to kill you. Roll Force Sense.
Luke: Well, that could be anyone. 11.
GM: You realise the man is only an image. It reminds you of another image you saw... on Dagobah...
Luke: Vader. Quick, Rey! Cut his face off!
Kylo Ren: Luke Amidala! So... you did find him.
Luke: Crap! Can I pull the plug on this call?
GM: <roll> The link is severed.
Luke: Remind me. Who was that?
Rey: Kylo Ren. Han’s murderer. He works for the First Order.
Luke: Ah, geez. I had an unlisted number here for years. Now their telemarketers are going to be able to find me!