You can logon to your router (I don't mean connect to it but actually LOGON to the routers admin pages). You do this in your web browser.
You should have the userid and password to enable you to logon to the admin pages in the paperwork that came with your router.
Once you are logged on then you have access to your routers details.
Here for example you can see a list of all the devices that are connected to your router (remember it will include ANY device using wi fi- your laptop, your smartphone, your tablet, your wi fi printer, your Sky or other TV box and so on. It will also include devices of people who came to your house and used your wi fi with your permission).
Once you are in your routers admin pages you can change the broadcast name and password used to access the routers wi fi.
So if you are really worried then change the broadcast name to something memorable (but vague) - I had mine set as everest (the mountain) once.
Also change your wi fi logon password.
Once you have done that then you will need to reconnect with all your wi fi devices.
But more importantly it will stop anyone else who may be using your wi fi from using it as they wont know the new password.