Somebody may have determined your Apple ID password and is connecting you to their Family Sharing so they can download anything you purchase. You need to:
Leave Family Sharing - http://support.apple.com/HT201081
Change your Apple ID password https://support.apple.com/HT201355
Set up two factor authentication:
Two-factor authentication for Apple ID - https://support.apple.com/HT204915 - "Two-factor authentication is an extra layer of security for your Apple ID designed to ensure that you're the only person who can access your account, even if someone knows your password." Uses a "trusted" device to receive a passcode to verify adding a device.
In general:
If you think your Apple ID has been compromised - https://support.apple.com/HT204145
If you have problems such as not being able to leave the Family Group:
Contact Apple for help with Apple ID account security - https://support.apple.com/HT204169 "This article provides country-specific Apple Support contact information for customers seeking help with their Apple ID password or other security-related issues."