From The Improbable Island Contestant's Survival Guide, Season 2 Edition.

Implants

Your implant is that big, thing built into your body in awkward places1). It provides you with additional capabilities - and you're definitely going to need those on the Island.

Implants are free to all contestants, and can be removed at the contestant's request2). Get your implants at the Implant Hut in any outpost! Just look for the hut that says “IMPLANTS.”3)

For a list of available implants, see this handy list. Some implants are available at the outset,4) while other implants only become available later.

1)
Warranty void if seal is tampered with. No user-serviceable parts inside.
2)
Any resulting 'oozing holes' are strictly the contestant's fault.
3)
In early Season Two, you had to choose an Implant at the start of your run. At some point, Implants were made opt-in.
4)
read: to newbies