Tom, it sounds like you have "Autowrite to XMP" turned on in Catalog Settings. XMP files are data files that contain most, but not al,l of the information from the catalog for each raw image file. NDG, TIFF, PSD and jpegs do not have xmp "sidecar" files as their file has a specific section inside the file where the xmp information is stored.
To be rid of them you can safely delete them in the OS but ensure that you have turned off the autowrite first or new ones will be created. They are not necessary as long as your are backing up your catalog frequently.
Personally I convert my raws to DNG so I can have the information in the file and no "sidecar xmp" files as well as backing up the catalog - double insurance.