If you need history (as point above by Skyking) you have to dig to the Router log and see what it provides (it vastly vary from one Router to the other).
However if you feel at a specific moment "Hey it seems that someone else is using my Wireless"
Download this little util:
TCPview
It is one exe file no need to set up put some where on your Drive with a link to Quick Launch.
When double click on it will show you what computers are on your LAN at the moment.
Out put would look like this:
Network resource Host name IP-address
---------------- --------- --------------- -----
\\MAIN Main 192.168.1.51
\\VIDEO VIDEO 192.168.1.52
If you have more than the number of your computers, or and an unknown entity call the "police".
:sun: