First, you'll need to find out if there's an unknown party connected to your Wi-Fi by logging into your router and viewing the list of all connected devices.
If someone is using your Wi-Fi without permission, change your password to log out everyone connected to the network, then reconnect all of your devices.
You can also boot devices by MAC address, which can be found in the list of connected devices (it might be labeled DHCP). Add the address to your MAC filter setting.