Identity was stolen, what do I do?

So I'm 20 years old, in the military, and I tried applying for a credit card under the assumption that my credit score is non existent since I've never taken out loans for anything or owned a credit card or retail card or ANYTHING. I got declined because of discrepancies found on my credit. And so I went on AnnualCreditReport and tried to see what the heck was going on… It asked me a bunch of questions about "credit card opened in 2002", "a mortgage loan taken out in 2009", "an automobile loan taken out in 2011", etc. To verify my identity, and it asked which companies I went through for these, and of course I didn't know since All of those were before I turned 18… How could I possible have gotten a loan for a house when I was 15?! Since I couldn't answer them, I couldn't get my credit report unless I send a bunch of copies of documents verifying my identity through the mail… Has this happened to anyone before? I'm so stressed, I don't know what to do or how to handle this situation. Is my identity stolen or do two people have the same SSN? I'm just so confused. Can anyone offer any help?

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