When you see a domain name like pazza.paulparry.com, the ‘pazza’ bit is called a subdomain, and are used by all sorts of organisations all the time.
As long as you own the primary domain (in this example, paulparry.com), they’re free to set up, you can have as many as you want and call them anything you like.
(I buy all my domains at Namecheap.com*).
