When you create an element (for example a module, content type definition etc) Visual Studio attempts to assign it to a feature in your project. Based on my observation, it selects the first appropriate feature he found, with no other background logic than "do not chose a feature that can't contain the current artifact".
After that, you can still reassign the elements between features by using the feature explorer / feature property window that appears when you doubleclick a feature in the solution explorer.
That said, the automagical adding of elements to feature is pretty... loathed by many. Mavention actually built a specific plug-in to disable that behavior, so if you need it you can find it here. I usually use it to avoid forgetting to check the automatic assignments made by Visual Studio but it is only available for VS 2010 (no 2012 version).
If you are working with VS 2012 you could resort using CKS Dev (which you probably use anyway) - it has a similar feature but it seem to have some compatibility problem with TFS and get latest version operations. You can find the plugin here