How did my colleague get his own schema?
As a rule, you should explicitely specify dbo schema if you want to create the object in this schema.

As you are db_owner, your default schema is dbo, so there is no problem when you don't specify dbo schema while creating objects. But for other (Windows) users it's not the same. 

Your users are members of Windows group that has no default schema. In this case the corresponding user and the schema are created when the user creates any object, it's documented here: CREATE SCHEMA (Transact-SQL)


  Implicit Schema and User Creation
  
  In some cases a user can use a database without having a database user
  account (a database principal in the database). This can happen in the
  following situations:
  
  A login has CONTROL SERVER privileges.
  
  A Windows user does not have an individual database user account (a database principal in the database), but accesses a database as a
  member of a Windows group which has a database user account (a
  database principal for the Windows group).
  
  When a user without a database user account creates an object without
  specifying an existing schema, a database principal and default schema
  will be automatically created in the database for that user. The
  created database principal and schema will have the same name as the
  name that user used when connecting to SQL Server (the SQL Server
  authentication login name or the Windows user name).
  
  This behavior is necessary to allow users that are based on Windows
  groups to create and own objects. However it can result in the
  unintentional creation of schemas and users. To avoid implicitly
  creating users and schemas, whenever possible explicitly create
  database principals and assign a default schema. Or explicitly state
  an existing schema when creating objects in a database, using two or
  three-part object names.


To resolve the issue just assign dbo schema as default schema to all yor users-Windows groups or write the schema explicitely when creating objects. Always.