This is a common questions among students of Italian and the explanation is very easy: in all three cases the “d” is added when the word that follows starts with the same vowel so adding this little letter makes sure that we are able to read the word with the following one, to separate them when we pronounce the whole phrase.
This “d” is indeed called “euphonic” from the Greek word for harmony.
1) Io ed Emilio giochiamo.
Would you be able to read out loud “Io e Emilio giochiamo”? You wouldn’t, unleass you stop for a second between the first “e” and the second to separate the words.
The same applies to the second and third words examined here:
2) Vado ad Ancona vs. Vado a Ancona;
3) Vorrei vivere a Bari od Otranto vs. Vorrei vivere a Bari o Otranto.
What happens when the word that follows does not start with the same vowel, as in:
4) Io ed Andrea giochiamo vs. Io e Andrea giochiamo;
5) Vado ad Edimburgo vs. Vado ad Edimburgo;
6) Vorrei vivere a Bari od Ancona vs. Vorrei vivere a Bari o Ancora.
In these cases the “d” should not be added, but it is not a mistake to do so.
It is also recommended not to add the “d” if the second or third letter of the following word would be a “d” again, as in “ed educato”: in a case like this, “e educato” would be preferrable.