A J-clip is a little strip of metal with a hook in one end so it looks like a letter JWhat do J-clips look like?
When you close it with the right pliers, it curls into a small tube, wrapped around the wires you are trying to connect.
Here is an Amazon listing with a nice clear photo:
https://www.amazon.com/Clips-Stainless-J-Clips-RNL-RabbitNippLes/dp/B0BPRZMNCT
Here's a video that demonstrates how they work: