1) It's been legal to download GoSMSPro in the US for a long time, and it still is. (I just installed it before posting this response to make sure, and I'm in the US.)
2) It's not illegal in the US to install an app that you can customize. It's actionable to reverse engineer anything, hardware or software, but it's not illegal. (There's a difference between committing a civil tort and breaking a law - you can be sued for the first, you can be fined and/or imprisoned for the second.) But if the app is designed to be customized, you're just using it the way it was designed, and not doing anything wrong. (If we couldn't customize apps, we'd all be using iPhones - and even their apps can be customized, just the ROM itself can't easily be modified.)
3) The Go team wouldn't contact you by phone. It's a free app, so they wouldn't be keeping a list of phone numbers of people who installed it. And why would they care? If I write software in the US which is illegal to use in the UK, and someone in the UK uses it, he broke the law, I didn't, so why would I want to deactivate anything of his?
Either this is one of those ransom schemes or one of your 'friends' is pulling your leg.