Telephoned Go Cardless today and they were very helpful.
All the staff are working from home, spoke to a lovely young lady.
They gave me a lot of information about the fraudulent payment.
She cancelled the Direct Debit from their end so no more money could be taken from my account.
The shocking thing is anyone can set up a Direct Debit and they don't have to be you, no proof is required.
She said that I can request extra security measures on setting up Direct Debits but you have to ask for this, it isn't automatically done for you.