Can Someone Get Sued For A Payday Loan?

Yes, Payday loans are a lender, and their clients are obligors.  The company can attempt to collect a debt for failure to repay by filing suit.

Also, being a first person collector... They are the ones your friend borrowed the money from directly... They can be a little more lax, legally, in how they speak to their "customers".  Telling a client that they are being prepared for a lawsuit is not considered a threat if the company actually has the ability and compunction to follow through.  In that case, the collector is merely stating a fact of what will happen if your friend continues on his/her course of action.