Yes one way or the other you will receive communication from them via mail, if you are approved, you'll get the card, if you were denied (hopefully not), they'll send you the reason for the denial. GL
I got the same message. I cannot remember now if they called me (It was either Macy's or Walmart) to request more info. I gave them my cell number and missed the call, but I did eventually check messages and called back. They increased my credit limit from whatever it was going to be to $600 since I opened it online and they needed to verify ID and address.
I also received a letter from them regarding this. (I may be mistaken and just called them in reference to the letter, but anyway. It's been almost a year, memory isn't so great)
Same thing happened to me, the next day I got this email, they wanted to confirm identity:
Dear Valued Customer,
Thank you for your recent application, before you shop on your new
account it is necessary that we speak to you. Please call us at
1-866-933-8472 at your earliest convenience. Again, it is very
important that we speak to you before your account is available for use.
Thank you again,