When I logged in some one else (jon.doe15661) seems to be using my picture and login in the data site. Is this a bug or some one hacked my account?
Integration between SEDE and other sites is imperfect.
The "someone else" is probably you?
Perhaps when you logged in it was able to get your existing avatar but not your existing user name (and you can fix it by defining/setting your user name within the SEDE profile).
I see (by zooming into the screenshot you posted) that you're using a
openid.stackexchange.com open ID.
Almost everyone is jon.doeXXXXX when they first log in to Data SE.
In your screenshot, look in the topbar: you are logged in as jon.doe15661. It's not that some Jon Doe is using your picture; it's that you have been assigned a name at random because of the weird way Data SE picks up user info.
Feel free to edit your display name with the edit link you see on that page.