dbo is the default schema in SQL Server. You can create your own schemas to allow you to better manage your object namespace.
If you are using Sql Server Management Studio, you can create your own schema by browsing to Databases – Your Database – Security – Schemas.
To create one using a script is as easy as (for example):
CREATE SCHEMA [EnterSchemaNameHere] AUTHORIZATION [dbo]
You can use them to logically group your tables, for example by creating a schema for “Financial” information and another for “Personal” data. Your tables would then display as:
Financial.BankAccounts
Financial.Transactions
Personal.Address
Rather than using the default schema of dbo.