I need to get some of those still, they didn't include any with my truck.Exactly what I was thinking, a plug for a backup camera. On my F350, I have two plugs that my backup camera in my tailgate plug into. A small one like in the OP's picture and a larger one. In my glovebox are two connector covers that you can use when you take your tailgate off to protect the connectors.
If the OP has a Ford, you can get those covers in the parts department at your Ford dealership.
What you ordered is not going to work. That is to weatherproof the wires that enter the plastic connector.Thanks everyone. According to FWC there is no cap made for those, but they suggested plugs for weatherpack connectors. I ordered some from the evil empire, will follow up when they get here.
What I ordered
If that doesn't work I'll go to Ford and try to pick up another cap as mentioned above.