Hello, I just converted my Impreza to be manual from auto, doing finishing touches before startup and I cannot find where this connector goes or what it痴 for. Please any help would be greatly appreciated.

 

Not all Imprezas are equal.
It would help to know the year and model info, whether LHD or RHD (looks a LHD) etc.
What you are holding looks to be part of the "bulkhead wiring loom in the engine bay" with the main 2 connectors to the engine harness which would suggest a non turbo model.
The white (classified as clear) 4 pin connector with 3 wires may be for an oxygen sensor............ but only guessing without further info.