What a genuinely interesting question!
I've never been scammed by a cold telemarketing call, although I did get scammed once when I was much younger. Basically some people knocked on the door advertising a "special offer" at a local pub. It was £50 and you could "eat as much as you want on as many occasions as you want during the next 2 months". Of course, it was too good to be true. Actually it was some ghastly deal that gave you 15% off each time you at there. Naïve of me to say the least... but we learn with age and experience I guess.
On another occasion, when I was 16, I picked up a jumper which was on the 85% off special offer rack. It even had a tag with the price. When they put it through the till, it ended up costing me something like 8 times more than I thought it was. For various reasons that escape me now, I just paid it and walked off feeling well and truly done.
Anyway, that's how I got ripped off on two occasions in the past. Sounds utterly stupid now I look back on it, but I guess con men are good at what they do, that's how they con you.