Well, it's not WordPress related. Just look at this example: free porn | free porn - this two link will take you to the same website. Why? 1. Domain configuration at DNS server - domain is configured as "wildcard" so anything.yourdomain.com will lead to your server 2. Server is configured so that it will take anysubdomain.yourdomain.com request and show your main page.
How to disable it? You should be able to do this in control panel of your hosting account. If you can, ask your ISP. It may be possible to redirect such request to other page (e.g. mentioned 404) by using some server-side script, but it isn't really a good solution.