Android phones typically come with a micro-B USB connection. This USB connection follows the USB on-the-go (OTG) specification so peripherals can be plugged in to the port and be used by the phone.
This project is going to use the capabilities of Circuit Playground Express to act as a human interface device (HID), namely a keyboard. When the user wants the Express to send a key, they'll use a button, the board will translate this to some keyboard character, and the phone will believe a keyboard was used to enter the character.
This type of behavior is useful for a great many projects. Control of devices using alternative interfaces is the most popular. This can be in manufacturing, at home, or in assistive technology (AT) situations where traditional keyboards cannot be conveniently used.
For this project you will need a micro-B male to micro-B male connection that conforms to the OTG specification. Both the phone and the Circuit Playground Express have a micro-B female connector.
The cable at left is the most direct connection. Some electronics stores carry these - Adafruit sells them as product #3610.
Here is a picture of the connections with a USB OTG adapter rather than the micro-micro cable as I did not have the cable at hand. The connections would be identical - connect the phone micro-B USB to the Circuit Playground Express micro-USB connector.