The Credit Services Association gives this advice:
“If the correspondence is addressed to an individual that does not reside at your address you should mark the envelope “not known at this address” and return it back in the post. Royal Mail will then make sure that any mail marked “not known at this address” will be returned to the sender. The sender will then update their records accordingly and take the appropriate action.
If you are able to establish who the correspondence has been sent by, it would be very helpful to make contact with the agency. You will be asked a number of questions such as your name and date of birth. These questions are only used to confirm identity. Once it is clear that the identity cannot be confirmed, the agency will be able to suppress your details from their systems and update their client’s records, which will prevent any further contact from being made by other agencies looking for the same individual.
Unfortunately, in the case of tracing for debt collection purposes, some customers will ‘pretend’ that they are not resident and return mail. This leads to further trace activity and can create a future mis-trace scenario. It is therefore recommended that in a mis-trace situation you be as helpful as possible”.
Credit Services Association – Consumer Advice
Please note that this will have no effect on you – any credit records will be linked to the individual that the letter is addressed to and not to you. There is no such thing as an address being “blacklisted” or similar.