In catenation, a consonant sound at the end of one word joins with a vowel sound at the beginning of the next word.
Example
The two words an + apple become 'anapple' in speech, with catenation of the consonant n and the vowel a sounds.
In the classroom
Learners often have difficulty hearing individual words due to catenation. Specific listening tasks such as counting the number of words heard, dictation, and reading with a cassette recording can help practise this.
Further links:
https://www.teachingenglish.org.uk/blogs/sandymillin/sandy-millin-micro-dictations