What if someone's using my wifi?

Are you SURE someone has been using your wireless network?  I've been fooled in the past, seeing an unknown MAC address...to later realize it was a friend's cell phone (authorized) or a smart TV (authorized) or a networked printer (authorized)

Oh, and assuming somebody did break into your wifi, blacklisting the MAC will not help.  It takes about 10 seconds to "spoof" a mac address.  If you want to lock out users, you need to use a WHITE list.  Even that can be attacked, but it's much harder.  You put friendly mac addresses on the WHITE list, and those are the only ones that can connect to your wifi..

its possible but seldomly  if you have vpn its also possible 

Your net speed goes down, Otherwise nothing happen.

Having a network to administer used to be a job for IT specialists in big companies. However, the world has grown more technologically advanced, so now businesses small and large, most households, and libraries have their own network to manage and maintain. These days, setting up a WiFi connection is easy and inexpensive.

Don't let otehr do this thing at all. Because with this small thing you can lost your all personal data.

Your computer also is needed to set a password .

You may have reset the Router Password but did you reset the WIFI Password?

And from that last update to your question it seems you have an Unlocked WIFI.

You need to go into the Routers settings  WIFI section and set up security and give it a good password.

Gaining access to your wifi just means that they were using your internet.  You PC has its own firewall.  The chances of somebody getting into you harddrive is not impossible, but highly unlikely.  They just wanted to use your internet so that they would not have to pay for it themselves.