As Niney said, the sentence would be correct with a "but" added.
Generally, we may say something along the lines of "What a coincidence, I was just going to call you." or "I was about to call you."
The word "coincidence" refers to two similar things happening in or around the same time or way, but not being directly related to eachother in cause. So you you both wanting to call eachother at the same time could be considered a coincident.