Brief idea, I'll need to complete it, however the simple idea is this:
You get a letter saying "I kidnapped __________ [for example let's say in my example daughter]"
So the letter you get is I kidnapped your daughter, but you don't have a daughter. However the letter is not mistake in any of its details.
In truth they kidnapped the daughter you will have in the future and are holding her up for ransom.
Would this interest anyone?
Edit: What they kidnapped would be different for each character made.
I kidnapped your mother, but for as long as you knew in your life you never had a mother, but in the future you'd meet her, I kidnapped your cat, you don't have a cat, but in the future you will, etc.