I've commonly seen that part of a speech balloon called "tail" in books about comics.

In German I call it 'Dingens' so maybe the correct translation would be 'thingy'.

I have no idea about photoshop though, but maybe that bezier curves tool could work?

Thanks, I'll check that out (I have no idea what that is, but I have a useful book that's great for looking up things, once you know what you're looking for.)