A neat little utility that I've used before called Wireless Network Watcher:
www.nirsoft.net/utils/wireless_network_watcher.html
This allows you to see at any given time who is on your network. You can go to Nirsoft and download the portable version or the installer. Download, install if needed and open it up. It should automatically show you a list of all devices connected to your network. One thing to note in my example, 192.168.0.3 is my TV, 192.168.0.5 is my Asus Desktop, I mention these because they are not wireless. So this program can also show you all the wired in devices connected as well.
You would need to isolate the ip addresses of each of your devices. On a Windows computer, go to a command prompt and type ipconfig. On my TV or cable box I go into the network settings. You probably can find your phones ip adress by going into it's network settings as well.
So what to do if you find some unknown user connected?
1. First go into your router settings and set a password for the settings themselves. Just put the model name and number of your router into a search engine to figure out how to do it.
In my case I have to go to Basic Setup, and then Login Settings.
2. Then put a strong password on your wireless settings. In my case, I just use letters, numbers and puncuation marks. Nothing easy to remember, at least for me.
3. Some sites recommend not broadcasting your SSID or Network name.
4. And if you want to share your Internet but have security concerns, some routers have a guest account that you can activate. This gives your guest internet access but limits their ability to access the rest of your network.
This program can only scan a networks that you're currently connected to.
You can keep an eye on your network by going into Options in the top menu and click on Put Icon On Tray then click on Beep On New Device. When you click to close it out it minimizes to the System tray, down by the clock. So you would have like an early waning system if someone starts using your network.