If the device wasn't given an IP address, then you're OK.
A lot of times, a device will connect to the wireless network but will fail authentication ( ie can't log in because it doesn't have the password).
I am receiving this message as well. Today a contractor was at the house and I got notified that a new device was connected. It was his cell phone. Now I have WPS disabled and a password on my network, so how is it that his phone was able to automatically join my network without so much as entering a password? I verified that the device was assigned an IP address on the network. I also have the xfinitiwifi disabled on the cable modem.