ACS affidavid collection comapny?

So today this company left a message on my cell phone and then called my work. I talked to a woman who had a HEAVY forein accent. She was trying to explain something to me but I told her I could not understand her. Then she put me through to her supervisor. He had an accent as well but not so heavy. He said he had recieved a affidavid against my ss#, and then he read my ss# to me. He told me that I received a payday loan and never paid it back. He also mentioned something about recieving papers to go to court? I started to get deffensive and I told him that I never recieved a loan and i could get my bank statements. He started to get all angry when I asked for the companys name and he said "They will just make you call me" He procceded to give me a refrence number and then was like we are done here and I was like wait I am confused, and he said I'm sorry and hung up on me. I did fill out an online loan application months ago but I DID NOT RECIEVE A LOAN!! Am I going to get in trouble or is this a scam?