How to check which devices are connected to my iPhone?

See -> Check your Apple ID device list to see where you're signed in

Check your Apple ID device list to find where you're signed in - Apple Support

• if you see devices that don't belong to you, delete from your account.

See also the following Apple articles:

If you think your Apple ID has been compromised

If you think your Apple ID has been compromised - Apple Support

Recognize and avoid phishing messages, phony support calls, and other scams

Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

See who has access to your device or accounts

See who has access to your iPhone or iPad – Apple Support (UK)

Delete suspicious content from your devices

Delete suspicious content from your devices – Apple Support (UK)

If you feel an unauthorized person/app is remotely using, controlling or monitoring your device, then that is possible only if you have done one or more of the following Don'ts...

1. Don't hand over an iPhone to kids or to a stranger without Enabling Guided Access
2. Don't share Apple IDs
3. Don't Jailbreak
4. Don't share sensitive information pertaining to your device
5. Don't give in to Phishing
6. Don't plug in your device in Airports and Public places through third-party cables and trust the device. Beware of Juice Jacking. (Especially in India)
7. Don't leave your iPhone unlocked and unattended in public places like offices, schools, malls, etc.

If one of the above is true then quickly change the Apple ID Password and Return iPhone settings to their defaults.