Fairing
From Kerbal Space Program Wiki
Fairings are parts which encapsulate a payload to shield it against aerodynamic stresses and heating. It also improves the aerodynamic shape reducing drag and making it more stable, if the payload is asymmetrical. The stock fairings are not real parts after separation so that they don't contribute to the number of parts in orbit as debris.
They are the first and currently[outdated] only procedural part available in the stock game.