This is the 42nd most frequent Hebrew word.
שהוא
"That he is" or "which is."
It is used here as a relative pronoun introducing a relative clause.
הוא תמיד מביא איתו משהו שהוא חשוב לו.
He always brings something that is important to him.
It links the main clause with additional descriptive information.
מצאתי משחק שהוא יעניין אותך.
I found a game that will interest you.
It introduces the description that gives details about 'something' in this context.