Never, if you file bankruptcy first.

That being said, it’s usually a lie on the part of the Debt Collector.  Garnishment is the tail end of a series of legal actions, and unless you’ve already been served, had a Judgment entered against you, and given them your employer info to send the garnishment paperwork, then they are bluffing.  Basically, if they filed a lawsuit today, it will usually be about 45 days before you see the first garnishment from your wages.  

If they do already have a judgment, they will serve the papers on the payroll office of your employer.  Even then, payroll will normally inform you and give you a fair heads-up kind of warning.

It sounds scary on the phone, but collectors tend to say nasty things.  Many of those nasty things are at best, gross misrepresentations, and at worst, bald-faced lies.

I have given the timeline here:  A creditor just called and said that they are initiating the legal process for garnishment. How long do I have until they garnish me?

You can also find more information here:

A creditor just got a judgment against me. Will they start garnishing me right away?

How does a creditor find out where I’m working so that he can garnish my wages before bankruptcy?

How long will it take my creditors to garnish me after they get a judgment? (video)