What does this mean on my final judgement documents?
"The court retains jurisdiction of this action to enter further orders that are proper, including, without limitations, writs of possession and deficiency judgments."
It means that future proceedings relating to collection and enforcement of the judgment will be administered by that court.
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Means that if the judgment creditor needs to enforce the Final Judgment he/she can continue to go before the court and ask for relief. For example, if the judgment debtor (the one who owes money) is not cooperating in sitting for a deposition, or producing documents which might tend to show what assets he owns, then the judgment creditor can go before the court and request the court to compel the deposition or production of the documents.
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A "final judgment" disposes and decides all issue involved in a lawsuit. The court has "jurisdiction" over these issues because the defendant has been apprised of the claims against and either lives the area where the court is located, does business there or the facts behind the claim took place there. After deciding the issues, a court will often "retain jurisdiction" of certain parts of the lawsuit. For example, in a divorce this could involve issues of support. In a judgment for money, it could involve all means of enforcing the judgment. You have listed some of these means in your quotation. Wording like this is often used in a settlement agreement. The agreement is often approved by the court, but this is not a requirement.
This is not personal legal advice, but merely my answer to a hypothetical question.