Sometimes, when I can calling a single contact, it opens up a conference with two other contacts 'my' and 'desk'

I don't have contacts such as these and they have no details about these users

anyone else have this problem?

Seems that you have started a conference call instead of single person call.

Those Skype Id's like "my" and "desk" should not exist at all, as there is no possibility to register shorter than 6 characters Skype ID's.