Your little plant looks like a newly emerging palm seedling. (It's certainly not an offshoot of the Majesty Palm). Can you pull a bit of soil away to see if there is a remnant of a small seed attached to it?
If you don't want to save the seedling, just pull it out and toss.
If you want to save it, I'd wait until spring. Since it's close to the edge of the rootball, you should be able to remove it and most of its roots fairly easily once you unpot the entire plant. Try not to damage any Majesty roots in the process.
Q