The water bridge is the water channel between the two heads that the bottom hose and thermostat is bolted into.
If you look just behind the coil at the top of the engine you will see two sensors and their plugs which are bolted into the water bridge between the two heads.
One has just one wire, which is for the temperature guage in the car, and the second has two wires. That second sensor is the one that tells the ECU the temperature of the engine and if it has gone kaput it will lead to overfuelling.
Hope that helps,
Tony