As the name suggest the Connected Devices is a group of two or more devices connected to each other and share data or information each other. Connectivity also allows some features of the device to exist outside the device, in what is known as the cloud. After the IOT (internet of things)
Let me simplify this for you to understand. In some smartphones there is a feature known as Cast Screen which allow you to use play a video on your smart phone and you can connect your phone to your LED screen. This allow you to watch your videos, images on big screen. This is an example of connected devices.
Smart watches are also a part of connected devices. This watches connected and sync with your smart phones and allow to you to perform various task.
Some more example of connected devices are tablets, e-readers, portable navigation(GPS) devices, media players, imaging devices and mobile gaming devices.
In a research by conducted by conducted by Machina Research they conclusion is “Connected devices” might represent approx 24 billion devices by 2020, and represent $1.2 trillion in mobile service provider revenue. This will be really bring a revolution with IOT. You can read more about it here.