“This cable came in a baggie with my new laptop and it has no mention of it in the set up guide. What is this thing?”
It’s for adding an ssd/hdd to your laptop, the flat side of the cable connects to your motherboard. If you open the laptop there is probably an empty space/bracket for the extra drive.
No, it doesn't look like it's inside with the nail polish.
It's white and gold, not blue and black
I see what you did there.