A quick Google search gave me this answer:
What on Earth are Coccidia?
There are many different species of coccidia but for dogs and cats, but the
most common infections are with coccidia of the genus Isospora (pictured here).
The information presented here pertains to Isospora species
Coccidia are single celled organisms that infect the intestine. They are microscopic parasites detectable on routine fecal tests in the same way that worms are but coccidia are not worms and they are not visible to the naked eye. Coccidia infection causes a watery diarrhea which is sometimes bloody and can even be a life-threatening problem to an especially young or small pet. Where do Coccidia Come From?
Oocysts (pronounced o'o-sists), like those shown above, are passed in stool. In the outside world, the oocysts begin to mature or “sporulate.” After they have adequately matured, they become infective to any host (dog or cat) that accidentally swallows them.
To be more precise, coccidia come from fecal-contaminated ground. They are swallowed when a pet grooms/licks the dirt off itself. In some cases, sporulated oocysts are swallowed by mice and the host is infected when it eats the mouse. Coccidia infection is especially common in young animals housed in groups (in shelters, rescue areas, kennels, etc.) This is a common parasite and is not necessarily a sign of poor husbandry.
Found at this website