Not interested in Finance Debt Clear

I received a call from a lady and she informed she is calling regarding my debts and I asked which debts? She said my home loan and I dropped the call cause am not interested and 10 minutes I receive an sms with my id no saying I gave consent for them obtain my credit report on my behalf. I did not authorise that and am not interested in them or their company. This is dangerous cause they also have my ID, how the he… do they obtain our information.