Someone opened an account in my name

In this order

1. Call that company's fraud department. Tell them the account is fraudulent. Ask them to close it, mark it as fraud, and send you written confirmation. You are not responsible for a fraudster's charges.
2. Freeze your credit at Equifax, Experian, and TransUnion, if you have not already. This stops the next account.
3. File at identitytheft.gov. The FTC report is the official record — banks and bureaus take you far more seriously with it. It also generates the dispute letters for you.
4. Add a fraud alert (call any one bureau; they must tell the other two) so lenders double-check identity for a year.
5. Check your credit reports at annualcreditreport.com — the only official free site — and dispute anything you do not recognize, in writing, citing your FTC report.

A police report?

Usually optional, but get one if you know who did it, if money was taken, or if a company demands it. Bring your FTC report with you.