I've had to do that before when applying for a credit card, but the information wasn't very accurate. They were asking a bunch of questions about my mortgage, which I've never had. Eventually I realized they had somehow gotten my parents' mortgage attached to my name (possibly because I was on one of their credit card accounts years ago?), and once I realized that, I was able to answer the questions correctly by asking my parents what to answer. But, not too impressed.
Always happens to me too. Except I have the same name as my Dad so things are even more confusing. They tend to ask me the name of my brother and his birthdate etc... Except I don't have a brother. Usually if I enter the info of my Dad's brother it gets processed as correct.
Page 12 of this document talks about "associations" (http://www.experian.co.uk/downloads/consumer/creditRefAgency...) - credit reference agencies cannot use data about one person at an address to rate a different person at that address, even if they have the same surname, unless there is some financial link.
When entities with access to your credit history do that, they present a mixture of true and false questions. It's quite possible they were expecting you to say that, no, you didn't have that mortgage.
I've had a similar experience; despite repeated attempts to correct it, my dad's AmEx invariably shows up on my Equifax report. Apparently I've had quite a nice line with them since I turned 8.
