How to connect these lines in Illustrator in a way that makes it only one line or object?

It’s not possible to connect paths in a way that they form a Y. Only two open paths can be connected at their endpoints.

You can group them though

Hi @Rikardm255,

Thanks for reaching out. The Join tool lets you connect nearby paths at their intersection point and automatically trims excess lines from overlapping paths. This help article walks through how to use it: https://adobe.ly/4eaiPeY

If this answers your question, please mark the reply as the correct answer so others looking for the same info can find it easily. Happy to help if anything else comes up.

Anubhav