This is done by putting your address in the "BCC" field of an email and sending that email to you.BCC stands for "Blind Carbon Copy," and if you put someone's email address in the BCC field, they will receive a copy of the email. However, their email will not show up ANYWHERE in the headers.
This particular trick is used to deflect complaints. Junk emailers are hypocrites. They want YOU to receive their junk email, but they don't want you sending THEM complaints. So they use this trick to make it look like you've inadvertently received someone else's mail due to some glitch in the Internet. So instead of complaining to the junk emailers about their junk email, you complain to your Internet provider about the fact that you're getting someone else's mail.