When you compose and send an email, the email program you are working with attaches what are called "headers" to the message, which includes information such as where the message is being sent from and to, as well as the date and other technical information. The message with the headers is then sent to the machine which handles email for the user's account, called a mailserver, and the name of that server as well as the date and time it reached the server is added to the headers.