You can call the Canadian Anti Fraud Centre at 1-888-495-8501
There phone message does state that if calling about the recent Service Canada Social Insurance Number scam, to go online and report it to www.antifraudcentre.ca but it looks like you need to sign into your government account to report something. You can however, view topics about scamming and also a list of scams to read up on. There is good information on the website, so take a moment to go to it.
Here is the link for their home page: https://www.antifraudcentre-centreantifraude.ca/index-eng.htm
Keep your personal information safe and do not share it with anyone on the phone or anyone who comes to your door - especially the sellers of hydro and gas.