This scene is important to the story because it starts the suspense and mystery of the story. Because Katie does not exactly know who the caller is, she becomes curious, and a little frightened. But, she originally thinks that the caller is Polly, her daughter.
This scene is important because Katie finds out the caller wasn't Dawn, her sister. This leads her to another dead end about the call, causing her to be even more confused. They leave Dawn's house and head home, trying to forget about it.
This scene is important because we find out the call is from future Katie after her husband, Bill, died of a heart attack. This is strange, but she calls her past self, trying to tell her to take Bill to the hospital before it's too late. But, the call always cuts off before she (future Katie) finishes her sentence. So, consequently, it's a never ending cycle of her trying to save her husband.