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.
Here's how you can see your financial connections:
Click on your credit report
Scroll to the bottom
Click on "Personal Details"
Look for the specific category called "Your Financial Connections"
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.