There's another discussion on a similar topic:
Unknown Bluetooth connection on my phone - Apple Community
Eg: The "Apple Recommended" answer (provided by fireflyer):
"If you see this under "MY DEVICES" you can first see whether it is "connected" or "not connected." Either way, you can tap the blue "i" and then select "Forget This Device" to remove it from the"MY DEVICES" list.
If you see this under "OTHER DEVICES" it is not connected to your phone. This just indicates that there is another Bluetooth device somewhere that is discoverable. It cannot connect to your phone unless you specifically connect it to whatever the device is. Its not unlike seeing many Wi-Fi network names when you open the Wi-Fi menu - they are not connected but your phone detects that they are active."