ERC20 tokens are created on the Ethereum blockchain.  They utilize smart contracts.  If you create your own ERC20 token and say call it, HuntingBTC5 Token, it will have the same address that you use to receive Eth with.  Your wallet needs to be set up to see these tokens though.  Upside is it gives anyone the ability to create their own token.  Downside is it gives anyone the ability to create their own tokens.