It is the letter U rendered as the Unicode character 𝐔 (code point U+1D414), part of the Bold styled alphabet. It is a single character you can copy and paste anywhere.
How do I type 𝐔 on my phone or computer?
You do not type it from a keyboard; you copy it. Press the copy button above and paste it into any app. That is the whole point of Unicode styled letters.
Where can I use the Bold U?
Anywhere text is accepted: Instagram bios, TikTok names, Discord, WhatsApp, gaming profiles and documents. The full Bold alphabet is linked above.