Say the first thing right
"Thank you for telling me. You are not alone in this, and you do not have to decide anything tonight." Then stop talking. Put the phone down, sit down, and let them talk.
Find out what they are actually afraid of
It is almost never the baby. It is money, a boyfriend who might leave, parents who might explode, school, a job. Ask, "What is the thing you are most scared of right now?" Every one of those fears has an answer, and the Church has most of them.
Tell the truth, in love
You believe this is a child. Say so, gently and once, and then prove it by how you act. Fear is not an argument, and neither is a lecture. Care is.
Leave with a next step
Do not end with "let me know." End with a plan: a ride to the pregnancy center, a call to the pastor, dinner on Thursday. Then follow through. If a man is involved, get another man in his corner the same day.