How can I identify unknown bluetooth devices connected on iPhone 14 Pro?

I was on a train and opened Bluetooth to connect my headphones. In the list of Bluetooth devices I saw “Pixel pro 8” with a status “connected” but no “i” next to it. I tried pressing it, but got no further info, then it disappeared.

I’ve turned my phone off. Have I been hacked? What precautions should I take? Presumably they have no access to passwords or banking apps unless I open them? Can I tell if they have installed something?

Sorry for all the questions - I’m concerned.

iPhone 14 pro with latest software.

[Re-Titled by Moderator]