Whenever a user walks away from their computer they can lock it by pressing Windows Key + L in order to leave their applications running while still password protecting the system. This is a good security practice in itself, but unfortunately Windows will show that users username on the screen while it is locked. A username can be just as sensitive as a password in a lot of scenarios, and because of this its considered good practice to disable the username from being shown on the system lock screen.
You can disable this functionality with a quick Group Policy change. In the group policy editor browse to Computer Configuration\Windows Settings\Security Settings\Local Policies\Security Options, and find the setting called Interactive Logon: Display User Information When the Session is Locked. If you change this value to 3 then it will remove all user information from the lock screen on the computers it is applied to.