Yep, when talking about affiliate links I always think about commercial stuff: links with a referral that will give the site owner some commission if you buy something.
It's either webrings or those widgets that people used to have in their blogs that were called things like "friends sites", "interesting sites" or things like that. (I used to have one but can't remember the name I gave it)
Ah in the olden days, quite a few hobbyist sites used to maintain a link of other recommended sites in the same niche in the sidebar, with the idea being that if you like the site you're reading, you'll probably enjoy these other sites too.
This made them a very easy way to find new sites and communities, especially in fandoms like the ones for the Legend of Zelda, Pokemon, etc.
You can see a working example in the right column of this longtime Pokemon site:
https://en.wikipedia.org/wiki/Link_page
Or maybe they meant webrings?