These are small whip-like hair which some unicellular organisms use to aid it for better movement. Some protozoa move about by lashing its flagellum. It acts like a supportive tail of a fish which helps a fish to move. Consider the example of bacteria - they are one of the most popular and studied flagellum-using unicellular organisms - well, they do use flagellum. You can also study sperms - these are the only human cells that use flagellum. Also, Euglena - one kind of protozoa which has flagellum.
See the pictures, below.
Did you notice the little tail in all these microscopic creatures - that's flagellum!