Connected apps are applications that have access to your account because you logged into your Sketchfab account using one of them. For example, a mobile app for 3D scanning could ask you to login so that it can upload to your Sketchfab account directly.
Removing apps
In Settings → Connected Accounts, all the apps that have access to your account are listed under the Connected apps section.
Clicking on Remove will stop the app from having access to your account.