There is a very confusing message about what u2f is and how much it costs. If you go to Amazon and search for u2f the first thing you get is a at $18, then you another at $40. But a u2f key is fairly simple and should cost ~$10. Why $40, you might ask? It (and others costing more) come with a range of other options such as TOTP etc that have nothing to do with u2f.

Buy the cheapest u2f key that is certified by FIDO, currently under $10 on Amazon.

Disclaimer, not associated with any u2f company, but I have three of them (and now the github software version as well).