Thank you for your help ... according to what you say there if i get it correctly ;)
/controller/method/something
should NOT throw an exception but get routed to the default controller class just like /contr%20oller/method/something does.
which is index and index. 
Adding $router->notFound() does not seem to effect the behaviour of what happens and
/controller/method/something
still gives me
"PhalconException: ControllerController handler class cannot be loaded"
//Setup a base URI so that all generated URIs include the "tutorial" folder
$di->set('url', function(){
    $url = new \Phalcon\Mvc\Url();
    $url->setBaseUri('/');
    return $url;
});
$di->set('router', function(){
$router = new \Phalcon\Mvc\Router();
//Set 404 paths
$router->notFound(array(
        "controller" => "index",
        "action" => "index"
    ));
$router->removeExtraSlashes(true);
$router->setDefaultController('index');
$router->setDefaultAction('index');
return $router;
});