The Featured Image box lives on the right side of your post editor. Featured images allow you to control which image shows up in your main blog feed once a post is published. For example, on the Brevier theme here, the images for each post you see in the Home Page feed were assigned to be there via the Featured Image box. Here is what it looks like:
Why duplication usually happens
All of our themes give you the option to display the featured image associated with your post within the post page itself. However, if you lead your post with the same image as the featured image, it will look a little funny, since the image duplicates.
With this in mind, if you opt to include the Featured Image as part of your blog post, we recommend NOT inserting that same image as the first one in your blog post. This will prevent duplication. To see this in action, take a look at this post. The Featured Image is the one that appears above the post title (and is also the image that appears in the Home Page feed). However, the image under it of the village with white buildings is the first image this blogger inserted into the post editor.
Hide your Featured Image
Alternatively, you can also hide the Featured Image in your blog posts, meaning that the image would not appear above the title in the case mentioned above. To do this, go to Appearance > Customize > Single Post and check Hide Featured Image where prompted. Here is a video showing you how to do this: