What can we do if a credit application was given to someone we don't know by mistake?

My husband's and my credit application was given to someone we don't know through a business by mistake. Our life history is on it. They were kind enough to call us, but I do not know them. They now have our life history with all banking information, account numbers, social numbers, and our whole life is now theirs to do what they wish with. I hope they are honest people. What should I do? They have credit card numbers, well our whole life this company gave to them. We bought a travel trailer, they bought a camper, and they have our initial credit application.