How do I learn who I am family sharing with.

That just means you have not been invited to a Family Sharing Group. If the location in Settings->Account->Family Sharing does not prompt you to set it up, then it means its already set up. You can cancel the current Family Group and accept an invitation to join a different one.

Link-> Leave Family Sharing - Apple Support

On what device are you doing this? Instructions will be different depending on device, Mac, iOS device, Windows PC, Android etc....

Link-> Set up Family Sharing - Apple Support

Also, you may not be sharing with anybody. You may have just set up family sharing, but invited no one to your Family Group. Check the Link above for instructions on how to see your current Family sharing status.