What do it mean to have a bank loan in my name, but I'm not responsible for it, do it effect my credit
yes your responsible, yes it affects your credit, and yes they will come after you if you dont pay it. Some banks will garnish your wages or file a law suit against you.
First use proper grammar. It's not 'do' in either sentence. It's 'does'. And of course you're responsible. It's in your name.
It not only effects your credit, but apparently, it also effects your grammar!