That means that the caller ID information is not being sent to their phone.
The simplest explanation would be that your phone is set to hide the caller ID. On my phone this setting is found in Settings > Call Settings > Additional Settings, but my phone isn't a Samsung and I know from my tablet that Samsung rearrange the menus considerably, so I don't guarantee it's in exactly the same place. But the setting should exist, so the first thing to do is to find that and make sure it's set to present the caller ID.
If your phone is not witholding it then the other possibility is that the network is. So if your phone is set to send the caller ID and it still doesn't work the next thing would be to speak to your carrier.