Those are not recent files or history. Instead they are independen open screens. It’s part of the new multitask system that lets you have more than one window of an app open, to quickly switch between them. While it seems a bit redundant in Safari (because you can have tabs) this feature works on most other Apple and many third party apps. For instance, you can keep multiple notes open this way.
You can not turn this feature off, but you can easily swipe up on the unwanted sessions to dismiss them. As long as you don’t create new ones, they will not come back. You can also open the multitask window bu swiping up from the bottom of the screen and remove various sessions there.
The screen thumbnails quickly disappear the moment you start to interact with the app. If you want them back, you can tap the three dots at the top center of the screen. If there are no other open screens, you won’t see them. You will see the new controls for full screen, split screen, and slide over. The old gesture still work, but these are easier to see, and are easier to use when adding split view apps that don’t happen to be in the dock.
You can create new sessions by using the + window, Pulling up the dock and tapping Safari (if it’s in your dock), or by choosing to open a link in a new window (rather than a new tab), among others.
With Safari, it’s just one more choice on how you can multitask between sites, along with the new tab grouping feature found in the side bar. However, it’s not a bad idea to get familiar with it, since it allows better multitasking with other apps that don’t have tabs or other ways to navigate multiple open documents.