GCLID stands for Google Click Identifier, which is a unique tracking parameter that Google uses to transfer information between your Google Ads account and your Google Analytics account.
This parameter is used by Analytics to enable information about a particular user's session. It is also used by ClickGUARD to identify individual ad clicks.
GCLID is being included in the final URL of your ads as a result of the "auto-tagging" option being turned on. Read more about this here.