On an e-mail message, an e-mail address can have an optional "human-readable" name. Typically they are formatted like this:
John Smith <jsmith@example.com>
or
jsmith@example.com "John Smith"
Whether the human-readable name is displayed when you view an e-mail message is up to the mail client. Additionally, whether they are included in sent messages or not is also up to the mail client used.
In your case, Gmail is pulling your name as it appears on your Google account and including it in your outbound messages (unless you've changed under "Settings | Accounts and Import").
Now, of course, that's just for messages you send from Gmail. You can also do things like e-mail an article from a site. Typically they'll ask you for your e-mail address, but your name is probably optional. There won't be a "human readable" portion of the e-mail address for that sort of message.