If you think someone may be using your Internet or Wi-Fi Connection without your permission, the best and fastest action you can take is to change your password. When you change your password, all devices connected to your network will be required to re-enter the password, therefore ensuring only devices you have authorized will be on your connection.
When choosing a password, make sure to choose something that will be secure. Common password guidelines state that you should NEVER use a real word (banana, mountain, etc.), your name, or easy-to-guess passwords (123456, abc123). Strong passwords should include a combination of lower-case letters, upper-case letters, numbers and special symbols. Consider using a pass phrase - a longer series of words that you will be able to remember easily but is hard to guess.