Thanks for reaching out and for the photo.
It looks like a C wire to me as you don't have a separate C terminal, the color is blue, and you already have an O wire on a separate terminal. If you're unsure, check your thermostat's manual if you still have it or let me know of the make and model of your current thermostat so I could dig deeper into it.
You're welcome and I'm glad to hear that you now have a working Nest thermostat. I'll consider this as resolved and will go ahead and lock it after a day. If you have any new issues, updates or just a discussion topic, feel free to start a new thread in the Community.