It's one of the new features of iOS 8 called Continuity. It lets your other devices on iOS 8 and OSX Yosemite that are sharing the same WiFi network receive and make phone calls by connecting to your phone.
If you want to turn off this feature, go to Settings>FaceTime>iPhone Cellular Calls on your iPhone and slide the switch to off.
Here's the Apple page on it.
Connect your iPhone iPad iPod touch and Mac using Continuity - Apple Support