Please help?

hi the police came around my houseon sat night to speak to me about a lady that use to live at my flat she has gone to the police stating that there was credit card letters stating that she could not get a credit card with this company she says she has not applyed for these so the police are looking in to it they came to my flat and asked me questions about this they where really nice but asked me for my telephone number and d/o/b why if i have done nothing wroung the police said that they will have to call the companys about this as nothing was brought it was only letters applying for a credit card will the police find out who did this and how as i am really worried as i have done nothing wrong also she opened a letter of mine and gave it to the police the police showed me this can she do that. any police officers answer this question for me as i would like to know if i have anything to worry about please can you tell me how they will find out who did it