[Traylaw]

Didn't your mother tell you to stop playing with that or you'll go blind?
Actually it's is a junction connector, specifically C029. The blue part of the connector contains jumpers that connect the wires coming into the black half of the connector of the same color. So in this case the green wires are tied together as are the black and brown.

 

[Traylaw]

@Traylaw Hahaha, do you know where it connects? I bought it recently and saw that it was loose.

It's suppose to be loose, there are several junction connectors in the car. In your case the green wires go to the positive side of the horns and horn relay. The brown wires go to the other side of the horns and eventually gets tied to chassis ground.