For Windows and Mac OSX there are a lot of graphical tools which can scan and give you report:
One of those ones is Wifi Guard. You can download it with the given link:
For Ubuntu (and other Debian like Linux systems)
Open terminal(ctrl+alt+T) and type these:
sudo apt-get install nmap
Wait install finishes, then type:
sudo nmap -sP 192.168.1.0/24
You will see the list which contains several rows like this:
Nmap scan report for any_device_name (192.168.1.61)
Host is up.
Each row like above means one device connected to your wifi. From their names and count you should detect if you have unrecognized connection or not.