Welcome to the Solana ecosystem! Like many new forms of economy and wealth generation, exploitation runs rife. Assuming self custody of your crypto means you are the only entity standing between your funds and the rest of the world.
"My hotspot is an NFT?"
Yes and no. Your hotspot is a physical hardware device. In order to provde ownership, an NFT has been created on the Solana blockchain that represents your hotspot. When a validator goes to send you rewards, it will check for that NFT to verify you are you, your hotspot is in your wallet, and you in fact deserve the rewards.
It may be best to forget your hotspot NFT. Do not burn it. It will be transferred to a new wallet if you are to sell it.
See something strange in your wallet? Delete it! Your public address is freely accessible and readily available to scammers who will send you NFTs that contain exploitative links. If you see an NFT in your wallet you didn't explicitly request, best to burn it. You can get some free SOL in the process.