My guess is that you have the Break Shields plugin active. Check if it's on in the Plugin Manager. If so, turn it off and test again and see if the icon is gone.
The icon itself represents how many "Shields" a battler has. Shields decrease when a battler takes a hit from an element they're weak to. When the shield count reaches zero, the battler is affected by a state defined in the Break Shields plugin's Parameters (by default the Stun state in the Database).
a second possibility is that you modified your iconsheet in the wrong way.
the first icon in the sheet always needs to be completely transparent, because that icon will be displayed if there are no states applied to the battler.
and if you modified the iconsheet so that it contains an icon instead of a transparent field in the first position, you'll always get that icon.