Check your carrier to see if there aren't any Caller ID issues on your line. I had this problem once and it turned out my carrier suddenly misconfigured the service in my line for no apparent reason. I just went to their store and they fixed it instantly in their system.
Edit: obviously, this is the case if none of your contacts appears in Caller ID; if it is just a specific person, he/she may have subscribed to a Caller ID blocking service from their carrier, activated the Block Caller ID option all GSM phones have (many carriers won't allow it though), or is simply using another phone line such as their workplace landline (they tend to block their Caller ID).