Use a plugin to set featured images for old posts
If you have a lot of old posts, you will of course not have to set the featured image manually for every post you have ever written. There are several plugins available that can do the work for you, for example this one: Easy Add Thumbnail.
How to fix duplicate images on posts?
If you have set an image as featured image on posts, it will not only appear as thumbnail on archives and be used for several widgets (like e.g. MH Custom Posts Widget), usually it will also be displayed automatically inside your post. Now sometimes users have placed the same image already manually inside the post and in that case it will appear as duplicate image of course.
To fix that, you can either remove the image which you have placed manually in the post by deleting it in the post editor, or you disable the featured image globally for all posts and it won’t appear automatically anymore. When you are using MH Magazine for example, you can do this in the theme options panel (“Appearance => Customize => Posts/Pages Options”):
Hello. This is a blog post. I like ham. Ham is good. Let’s see if this post goes where it’s supposed to.