Flyers, I flew to KTEB (Teterboro ap) yesterday with my wife and 2 friends to see Wicked on Broadway. (GREAT SHOW!...but I digress). After the show and back at KTEB I contact Clearance Delivery for a VFR clearance (yes, they are Class D, but require all VFR departures to contact CD). I told CD that I wanted to depart VFR and head toward the Hudson River Exclusion (Hudson River Corridor). All they did was provide me a squawk code and explained that they would forward my request to the tower. I next received my taxi instructions to RW 19 and after runup was cleared to take-off with the tower stating they understood my request to fly the corridor. She told me to fly a left downwind departure and then head toward the George Washington Bridge. On departure I did exactly that and the tower asked me if I would like a hand-off. I said, "No, we are going to fly the exclusion southbound at 900'.” She told me to squawk VFR, Frequency Change approved and remain clear of the class Bravo. I complied. Once outside of the exclusion and the Bravo I climbed to 2000' and flew home (n14). At 4:40 am my home phone rang and it was the FAA, but stopped ringing before I could answer it and a message was left. Immediately after that my cell phone rang and it was the Teterboro FBO (Atlantic Aviation). I answered and they said ATC was looking for me because Cleveland Center and New York Center lost track of my flight and wanted to know if I landed safely. Huh?! I called the FAA number back and they said the same thing. I explained that I was not on any IFR or VFR flight plan and I was released from the tower on a 1200 squawk code and didn't talk to ATC on the flight home. I was happy they were following up and concerned, but asked why was anyone keeping track of my flight if I wasn't on any type of flight plan? He didn't have an answer. What are the thoughts of the group? I think I'm going to call the FAA number back and ask if I can be provided the phone number for Cleveland Center or whom ever initiated the search and speak directly with them. I want to know if I was mixed up with another aircraft or, if I did anything wrong, I want to learn about it and correct it.