windows messenger 4.7 appears online but actually offline

I’m using Windows Msg4.7. Today I didn’t log on msg but I show up to be online on my friend’s list, and my friend send a msg to me, my msg4.7 automatically popup and log on, it really scared me cause I thought I was controlled by someone. I didn’t save password in local. My name was shown as a “?” on my my friend’s msg panel, and the my picture is not shown as well. I normally use live msg but not windows msg. Can you help me to understand what’s the cause and is it safe? Does it expose any private information? How to fix it? Appreciate if you can response asap.