Financial connections are people you share or have applied for a joint account with.
An example is taking out a mortgage with someone or setting up a joint account with your flatmates for bills.
If you're not financially connected to someone anymore, you can get a notice (sometimes called a notice of disassociation) added to your report to let lenders know. You can do this by raising a dispute with Equifax.
If you see any corrections on your report that shouldn't be there, you can also raise a dispute with Equifax.