Unknown user supposedly using my system when I try to shut down!

When I intend to shut down the laptop, I get a message: "Someone else is still using this laptop. If you shut down now they may lose...".
WHO ELSE IS CONNECTED TO MY LAPTOP,, AND HOW DO I GET RID OF THEM, OF THE MESSAGE, ASSURE THAT MY LAPTOP IS SECURE???
OR IS MICROSOFT BUGGING EVERYTHING I DO ON MY SYSTEM???

Some info in this thread that may help.

Why are you shouting??

To see all users on your machine open a command prompt window and type net users.

Open the Task manager and from Users tab see who has a session opened.

Open a Command Prompt and run netplwiz to see which users are setup on your PC. Remove any users you are not sure of.

Try this:

Open Setting > Accounts > Sign-in options. Turn OFF the setting called "Use my sign-in info to automatically finish setting up after an update".

This setting has the effect of automatically signing you on and then immediately locking the system so that you may not even know that you are logged on. As a result, you may have an account that is logged on without your knowledge resulting in the message that you are seeing.

One easy way to test this is to reboot the system, and, if you are on the Windows Pro edition or higher, try to reboot the system from the login screen (without actually logging in). If you see the message "If you restart now, you and any other people using this PC could lose unsaved work" then you are probably facing this issue.