In case you still experience this after changing your password and logging out of all devices, we suggest you head to this help page. Here you'll find useful tips on how to secure your account in case of unauthorized access. Additional info on how to protect your Spotify account can be found here.
Keep in mind that if there is no new unusual activity, it might take a while using the app in order for the recently played section to get accurately updated. You can also use the Don't play this option to block certain artists. it's accessible on mobile devices from the artist page via the three dot menu in the upper right corner of the screen.
Hope this helps. Keep us posted on how it goes.
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