The Recent Records menu allows you to navigate to records you recently accessed.
You will always see recently accessed customer records.
By default, you will also see:
Campaigns
Cases
Leads
Opportunities
Sales orders
If you would prefer not to see any of these record types, they can be disabled with a user customisation.
To do this, go to Settings - Users - <your user> - Customisations. If you do not have access to this, an administrator can do it for you.
Here you can remove any record types, as you prefer.