Key u2f please explain

Hi. This type a key is usefull or just some bussiness a market to selling a tale history to a people?

It is along the same lines of Two Factor Authentication.
Similar to signing into an account with your password, then having a text sent to your phone in order to acknowledge that it is you.

U2F or Universal 2nd Factor autehntication is reasonably secure, however if the owner loses the hardware piece required to authenticate, there is no method of recovery. Whatever you need to access - you have lost access to. Forever.

It's not a way that I would go...

Risky. Thank you for explanation.