Strange icons and notifications, is there a malware in my phone?
It is probably spam notifications being generated by some third-party app that you have installed.  Quite a few "free to play" games pull this garbage these days.

It could also be malware, but it is more likely that some game you have installed is doing this.

Note that in Android, an application icon does not have a 1:1 correspondence with installed applications; many applications provide different icons (or no icon at all), because of the way that Android applications are put together.