First of all, I do believe in God, but I haven't baptized yet. Over the pass couple of years, I have been experiencing something or someone calling my name. Most of the time, it is just for an quick second, or two. I would hear it and turn around to see who called me... but there's no one. Sometimes, it would be a man's voice and sometimes, a woman's voice. I was wondering if his is a serious matter, or not...

First of all NCHA2010, BELIEF in God isn't going to solve problems. James 2:19
"You believe that there is one God. You do well. Even the demons believe—and tremble!" Baptism, too, is nothing unless done according to the Word of God, no matter what your denomination may teach. It is only for those who have been born again by the Blood of Jesus. Baptism is for the outward sign of salvation and a changed heart. So, to answer your question, YES, if you are hearing spirit voices calling your name... I would be alarmed and it should be dealt with. Apart from God we can do nothing, but in Him, all things are possible. Take charge of your life and start by giving your heart to Jesus Christ. I'd love to hear more from you.