This morning, I found that my mobile phone received a verification code from a loan app last night, which is four digits.

It's okay. Maybe someone filled in the wrong mobile phone number when making a loan, and the verification code was sent to your mobile phone. It doesn't matter. As long as you don't reveal the verification code, it won't affect you, not to mention real-name authentication, photos on the front and back of your ID card, and holding your ID card. So don't worry. It's okay.