Note that stuff accessing Location Services is not automatically a bad thing.
The Weather app, for instance, uses Location Services in order to give you current weather data in your area. Maps, compass calibration, Calendar for location based reminders, etc.
But you have to give apps access to Location Services, so if it's in there, you granted access to it at some point.
Whenever you encounter the arrow, in Settings>Privacy>Location Services whichever app has a solid purple arrow next to it suggests that it used your location recently.