Can someone tell me what this is? I circled it on the attachment, which is a picture of another car. I have the holes for it in my firewall, and I found the plug for it taped up in the harness....Help?? What is it? Do I need it?

 

It looks like the Voltage Regulator to me. If you have a one-wire alternator that is why it is missing and the connector is tied back in the harness. Don't need it then.

 

It is the voltage regulator for sure. Apparently somebody has installed a later model one wire alternator on your car which is common. The onw wire alternator is better.