I had never heard of them before I started using WaniKani either. ^^ These are programs (? not sure if that’s technically the correct term - not a programmer over here) coded/designed by members of the community. Basically, they are things you can install in your browser to customize your WaniKani experience. These customizations can be purely cosmetic (i.e. changing the fonts/screen color), or they can change some of the functionalities of WaniKani. For example, a lot of people use the override script so that they have the ability to mark answers correct even when WaniKani marks them wrong.
There’s a lot more information in the post linked below, including a guide on how to install them and a list of the different scripts available/what they can do:
I hope this is kind of helpful at least. 
I’m by no means an expert, and I’m sure there are a lot of people on here who would be able to give you a more technical explanation of what they are/how they work.