These are Alpha Therm 125*C thermal fuses, for use as a extra level of safety in the event of thermal runaway from defective electronics.
These get bolted or glued to the heated bed of your printer, and then you wire one of the power wires feeding your bed heater, through this fuse. If your MOSFET or SSR ever fails in the closed state and the temperature runs away. Your printer control will not be able to stop it, this thermal fuse can help in that case. When the fuse reaches 150*C it will fail in an open state, stopping the flow of electricity to your bed heater.
This is a package of 3 thermal fuses