If someone else is using my social security number with the different first name same last name as mine how do I file prove that it is me to do my income tax this year?

I found out last couple of weeks ago when I went to go open a bank account and come to find out they said I couldn't because my social security number did not match with my name so they gave me a name of a lady using a different first name same last name and same social security number as mine I need to know how I go about it to be able to file my taxes this year to where it comes directly to me and she does not get it if anybody has any input information suggestions whatever I would greatly greatly appreciate thank you