This is called ligature.
- There is some useful background knowledge on Wikipedia
In writing and typography, a ligature occurs where two or more graphemes or letters are joined as a single glyph.
Many ligatures combine f with an adjacent letter. The most prominent example is ﬁ (or fi, rendered with two normal letters). The tittle of the i in many typefaces collides with the hood of the f when placed beside each other in a word, and are combined into a single glyph with the tittle absorbed into the f.
- Further reading: there is already a question on graphicdesign.stackexchange about when someone should use ligatures, where at least the accepted answer is worth reading.