Other users?

When I go to shut down the computer, I click on start and then click on "turn off computer". Most of the time I get a prompt that says " other people are logged on, do you still want to shut down." Is this a fluke or can someone else possibly logged on. I heard on the news today that Windows has a flaw that allows a hack to get on through Messenger or Word. I use neither.

I am not very computer savvy. Please help.

Corey