Why would a telemarketer need my SSN number?

If you filled out a credit app to estiablish an account with the company then yes, they need your SSN to run a credit report on you. If you didn't, then I'd say it was a scam. I'd contact all three reporting agencies and put a fraud alert on your credit reports right away! It can cost you serious time and money to clean up your credit once you are a victim.