Find my, unknow device detected “with me”

Check your device list to see if there is a device signed in that you don't recognize. You can remove the device using the steps in the article below. As a precaution, change your password.

Apple ID device list -Check to see where you‘re signed in.   * 

 Apple ID Password Change.   -  

ASC YouTube for How to reset your Apple ID password

 What to do after you change your Apple ID or password - Apple Support  -   I suggest doing this before you change your Apple ID or password.

Does it say what device it is?

If so, it may be an AirTag. Try to find it and take it to the police.