Orchid came with a fruit already growing
 

This is one of the Oncidiums I got from my neighbor, and the flower fell off and I can see the pod growing.

Is it possible this pod will actually create seeds? Could it have accidentally been pollinated or mature without being pollinated? Should I send it in to a service if it matures?

It's possible it was accidently pollinated. Unless you know what the cross may have been I'd say "no, don't bother sending it out". Unlikely to be worth the $. Now if you wanted to try your own hand at flasking, then this could be a great opportunity. Let the pod continue development while you do your research and gather any needed supplies (you probably have plenty of time -- pod development is not speedy).

Very likely the flower self-pollinated, a trait of some orchids called cleistogamy. Unless you want to enjoy watching the pod develop, I'd remove it to spare the plant's energy. Cleistogamy is an undesirable trait that's passed onto the progeny. This is common in Asiatic Cymbidium species and quite a nuisance as the pods have to be regularly removed during the flowering season.

I agree with Paul and Mokeck that I would remove it since you don't know the cross.

This is a nit-picky comment, but just to avoid the confusion; cleistogamy means pollination without flower opening (cleisto = closed, gamy=mating). In some plants (e.g., Polygonum, Viola, Impatiens), a single individual can have two types of flowers: cleistogamous flowers and chasmogamous (normal, showy, open) flowers. Cleistogamy is a very cool, specialized mechanism to self-fertilize (it is not so common), and it ensures that the eggs don't get fertilized by other individuals since the bud never opens. On contrary to the common belief, selfing can be evolutionarily advantageous. I don't know which Oncidium species you have, but it is unlikely that Oncidium has this specialized mechanism. There are many other ways to do self-fertilization without cleistogamous flowers. If pollen touches the stigma by itself, it is called autonomous selfing. If pollinator visits a flower, and the movement of the pollinator causes the selfing, it is called facilitated selfing (or it could be geitonogamous selfing if the pollination is between two flowers of a same individual).