Nuts are a form of protection used when rock climbing for example DMM's wallnuts. They were original nuts of nuts and bolts fame with wire or rope threaded through the hole in the nut then attached to the rope using a carabiner however over time they have evolved and now do not resemble the original nuts at all. The shape has been optimized to fit into many different cracks.
Nuts range in size from 1 to 10. With 1 being the smallest 10 the largest, however you can also buy micronuts such as DMM's peenuts. Modern nuts come on wire and are usually attached to the rope using a quickdraw. The original nuts were used in the '60's by people like Joe Brown as the sport of rock climbing was being invented