Yep sounds like someones got a hold of your identity, I have a loan with Lending Club so they are legit for sure, but now you have to consider someone may be trying to use your info. Not sure about your state, but here in FL we can put a lock on our credit report so no one can pull anything. With the right proof you can likely get a SSN change too. I'd pull my credit, check inquiries and put that account on lock until I can wrap my head around what's going on and possibly who is doing it.