Captions will only show if your image has a caption added.

However, if you do not want them to show, follow this tutorial:
- Go to Appearance > Customize > Theme Options > Blog Settings.
- Look for the Hide Post Summary Featured Image Caption setting and check the box to disable captions.
- For pages, go to Theme Options > Page Settings
- Look for the Hide Page Featured Image Caption setting and check the box to disable captions.
- For the full post views, go to Theme Options > Post Settings
- Look for the Hide Full Post Featured Image Caption setting and check the box next to that one.
- Click the Publish button.