Tell me

When someone calls us over phone, the typical conversation goes like this:
“Hello…” (Us)
“Hello… This is xyz…” or “Hello… am I speaking with abc….?”
and we say
“Yeah, Tell me”
What the heck is this TELL ME thing? When we speak in one of our local languages, I guess it is an equivalent of “Bolo / Boliye”… but when it is English, why is it “Tell ME” and not just “Tell”?
How do native English speakers handle this? Or do they just wait for the other party to speak? I have been trying to not speak for a while by simply saying Hello but I see that most people wait for me to give them the permission by saying “Tell Me”….
For now, I am sticking to “Yeah…” wait for sometime and if there is no response or if they again say Hello, I am going to say “Go ahead”.
It is stupid to be writing this when I got to be working, no? Tell me. ;-)