A weld nut is a special type of nut

Nut (hardware)

A nut is a type of hardware fastener with a threaded hole. Nuts are almost always used opposite a mating bolt to fasten a stack of parts together. The two partners are kept together by a combination of their threads' friction, a slight stretch of the bolt, and compression of the parts...

 specifically designed to be welded to another object. There are various types for different applications.

Types

Round base nuts
These nuts have a long threaded cylinder with a large circular base to make welding easy. They also sometimes have projections (known as weld nibs or bosses) to keep the nut from warping while welding with a high current.

Slab base nuts
These are very similar to the round base nuts, but with an obround, or slab shaped, base. These are used in channels, tubes, or other tight quarters.

Tab base nuts
Tab base nuts are designed for spot welding on flat workpieces. They have a locating boss

Boss (engineering)

In engineering, a boss is a protruding feature on a workpiece.A common use for a boss is to locate one object within a pocket or hole of another object...

around the threads to locate it in a pilot hole.

Hex & square nuts
These nuts are very similar to standard square or hex nuts, but have a locating boss and welding projections. The bosses also keep weld splatter out of the threads.

Retainer weld nuts
Retainer weld nuts, also known as bridge weld nuts, have a floating nut retained inside a retainer to compensate for inconsistencies. The retainer is welded to the workpiece while the nut is allowed to float.

Tube end nuts
Tube end nuts are sized to fit into the end of standard sized tubing, thus creating a threaded tube from standard stock.