The term "Little Mo Connolly" refers to a specific person rather than a common English word. Here's a simple explanation for new English learners:
Little Mo Connolly is the nickname of a famous American tennis player named Maureen Connolly. She was an important figure in tennis history because she was the first woman to win the four major tennis championships (the US Open, the British Open, the French Open, and the Australian Open) all in the same year, which she did in 1953. She played professional tennis from 1950 to 1954 and is known for her remarkable achievements in the sport.