These are going to be called"Kloups" from now on since that's what most of the previous commenters seemed to agree on. I really liked Vickie's suggestion of "word dominoes", but that's almost too good of a name and entirely too logical. There's not much logic around here.
To play along at home, just make a simple sentence where the first letter of the word matches the last letter of the previous word. Send me your best ones!