Who creates utun0 adapter? Today I looked at the interfaces on my Mac and so I saw the adapter "utun0" on the Mac, this is just for VPN Connections or "Back to my Mac" thought. I have never VPN enabled and "Back to my Mac" is not enabled. Is the adapter creates by default or what program creates it?
Something is afraid of malware / adware / viruses, etc.

I use Sierra.
It's a FE80 also a local address ... I mainly installed Firefox and Photoshop

Best regards
utun0 is created by macOS for VPN and Back to My Mac, regardless of whether these features are enabled. This is not indicative of any unwanted application being installed; utun0 is expected on macOS Sierra and later.