I got a debit order from Gym Company, but I never consented/gave Gym Company my Information

I got a debit order but I never consented or gave Gym Company my Information, very worried because if they can manage to debit me without my consent, then they might have more information to do more damage because now my credit record is messed up because I have reversed their debit order, they initially sent me a mandate to approve debit order, I refused and they still debited.