Teflon tape is a special, non-sticky tape that is used to seal the connection between threaded plumbing fittings. It is used by wrapping the tape tightly around the male threads 4-5 five times then attaching the fittings together. It doesn’t harden and allows the fittings to be taken apart if needed. They have to be re-taped if put back together.
Teflon tape comes in a couple different thicknesses depending on the fit of the threads. White is the most common and gray is the thicker option.