In GQRX (an GNURadio based RTL-SDR receiver) I have an FFT and waterfall display. When I tune to a local FM station (107.5MHz) I can hear strong, clear voice.
But on FFT and waterfall display I can see also a weaker signal at 107.9MHz:
Why I see this little signal of my receiver is tuned to other frequency? There is almost always such a weak signal in the center of a display no matter at which frequency I'm tuned.
It is common for low-cost direct-conversion (zero-IF) RF receivers to have a DC offset in their A/D hardware, which would correspond to a large spike at the frequency that you're tuned to. That's probably what you're seeing in the waterfall display, as some models of RTL2832U receivers use zero-IF architectures.
For what it's worth, for such a cheap device, I'd say the above is actually pretty good from a DC-offset perspective. You can work around it by tuning slightly away from the signal that you want, then apply the residual frequency offset yourself in your signal processing (it looks like that's what your SDR software package is doing).
