There are two ways your phone can connect itself to an online connection, WiFi and cellular (a.k.a mobile data). MAC addresses are relative to WiFi (the 802.11 standards) so that's your primary focus.
If this is happening at home, go into your router's setup page and kick off any devices your not familiar with that are connected to your home network, someone is obviously logged into your home network that shouldn't be. You might also want to re-configure your router, or at the very least reset the SSID password to keep them out.
If this is happening at work, things can get more complicated. Whomever is in charge of your networking infrastructure will have some sleuthing to do. They need to check their logs for activity relative to your phone and what other local IPs were connecting to it.