Hi Samy,
That is where bones are attached. The Head of one bone is attached to the tail of the other.
If it is a connected parent, each bone still has a head and a tail, there are just in that same location and connect be disconnected (because of that setting).
If the bone are disconnected (but still parented) you will see the relationship line running between the head of the child to the tail of the parent.
You can turn this off, but I think it’s a good idea to leave it on until you are really comfortable with how things work.
I usually turn this off, but I know what it looks like if I have made a parenting mistake.