That'd be the vacuum tube off a EGR valve as mentioned - you'll either still have it in situ, or it will have been proper removed. Keep the bugger blocked and stowed away - preferably cable tied to sommat else that ain't gonna get hot and not move around too much!
The EGR valve is a load of pipe work that is to the right hand side of the main block, with a bendy section that's 'corrugated' on the bend. If its been removed proper, ou'll find a 'rounded diamond' shaped blanking plate held on with a couple of nuts/allen bolts on the right hand side of the block on yer rusty looking manifold.