AFAIK,
when you add a book, calibre tries to extract the cover from the book and a lot of .lit .mobi and other files have that default reader works image or some releasing group image.
change/remove the cover and then convert to a new format then the new cover image is used instead of the one present in the file you are converting from.
use the download cover feature to get good cover.
Poweruser: I had this problem so I went digging into the library folder (CAUTION!!) and deleted those covers. it is easier to find the covers with windows search, switch to thumbnail preview and then delete them. see Win7 method
here. similar for other OSes