Pathetic ****s

Received a call this morning where an agent said they would like to check on my credit record to see if I am not over charged on interests so they can negotiate for me, I said no I am coping with what I am paying and I cut the call. Few minutes after I reveived a message saying I gave consent to them to check on my credit report, something that I did not. Where do I go to report this. I dont even know where they got my details such as ID number that they have on the SMS they sent me. I hope they did not go on my credit report without my approval and I am going to escalate this. Disgusted