Unknown devices shared on Finder sidebar
Quick overview of my MacBook:
MacBook Air (13-inch, Early 2015)
OS X El Capitan Version 10.11.6
So I just moved into my school residence, we're provided access to the Wi-Fi for the students. When I connected to the Wi-Fi, unknown devices start appearing under the tab "Shared" after few minutes (which might be other students' devices that also connected to the Wi-Fi)
Should I be concerned, like can they see my browsing history? Or can they look through my device?
Is there any solution to "not-shared" to all these devices? (Right-click menu doesn't show any remove device option or something similar)
Thanks in advance and sorry for the bad English.
MacBook Air, OS X El Capitan (10.11.6)