Fingerhut/WebBank Notice of Incomplete Application --- Me: What Application? St. Cloud Minnesota

I received a letter indicating that my application for a Fingerhut Credit Card (issued by WebBank) was incomplete. The funny thing, I never applied to such service. I know I have bad credit and I'm also out of work and will never apply for credit when I don't have an income to pay off debt. Now this has me worried of who is possibly trying to get a credit card in my name, how did these people get my address? I have never in my life ordered from Fingerhut and I'm not even comfortable ordering anything online. 

According to this letter in order for me to receive credit, I have to show proof of my address and send them via mail a copy of my drivers license and my SS#. Oh and once they receive he documentation, they're going to shred the documents I send to them. Are they kidding me, who do they think they're messing with, do you actually think I'm that stupid to send you my personal identification number. Seriously??!!! 

Please just be aware of this scam.