On a record player, the headshell is attached to the end of a turntable

Phonograph

The phonograph record player, or gramophone is a device introduced in 1877 that has had continued common use for reproducing sound recordings, although when first developed, the phonograph was used to both record and reproduce sounds...

's "tone arm" and the cartridge

Magnetic cartridge

A magnetic cartridge is a transducer used for the playback of gramophone records on a turntable or phonograph. It converts mechanical vibrational energy from a stylus riding in a spiral record groove into an electrical signal that is subsequently amplified and then converted back to sound by a...

 is bolted to it.

Some headshells are designed to allow variable weights to be attached. For example, the H4-S Stanton Headshell comes with 2g and 4g screw-in weights. Extra weight can be useful to prevent skipping if the DJ is scratching

Scratching

Scratching is a DJ or turntablist technique used to produce distinctive sounds by moving a vinyl record back and forth on a turntable while optionally manipulating the crossfader on a DJ mixer. While scratching is most commonly associated with hip hop music, since the late 1980s, it has been used...

the record.