This xue drives me crazy, I don't know where it come from, how can I change it?
That is your home folder. Since no other users are shown it must be that you named it that way.
To change it:
Open system preferences
Unlock it (bottom left)
ctrl click (same as right click) on the account
Click on advanced options
Change the account name
Change the Home directory field to match the new name of the folder in /Users.
Click OK, and close the System Preferences screen.
Log out of the current administrator account, and into the original (renamed) account.
Here is a sample from my computer, only change the yellow marked fields, do not change anything else!
It's the current user's home directory. It should correspond to the currently logged in user (shown in System Preferences > System > Accounts). The name xue is the short name for the currently logged-in user.
If it's on your Mac and it isn't you and you don't recognise it, then you'd have to wonder who has an account on your Mac that you don't know about. Did you buy it secondhand maybe?
You can rename user accounts - see Apple's support website for more info.