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That looks like the drivers door buzzer, and believe me, it is the best mod the previous owner did to your car.

If you want to re-connect it, the other end is to the left of the steering wheel, hard up against plastic trim.

what he said ^^^

you should be able to find the other side of it right up against the steering column wiring,
basically it prevents a buzzer from sounding if the key is in the ignition and the door is open, it's alright at first then it just gets annoying