How to know which devices are connected to your WiFi?

Have a look in the client list in you WiFi router. Some devices publish a user friendly name and can be recognized. For the other devices compare the listed unique MAC address from the client list with the ones you find in the WiFi client properties in the device. Once you have identified the client you can add a user friendly name for that device in your WiFi router with the purpose to recognize the device easily in future.

How can I see the client list of my KPN WiFi router?