This is a word game in Japanese where you take the last kana of the previous word and state a new word that begins with that sound. However, using a word that ends with ん ends the game since no Japanese word starts with the sound.
For people learning the language, let's include the English definition of the word as well!
So for example, a game would progress like this:
ラジオ (radio)⇨ おにぎり (rice ball)⇨ リス (squirrel)