U stands for the Ultraviolet Passband, or a Filter implementing that passband. It is one of the passbands/filters of the UBV Photometric System, in which it is centered around Wavelength 365 nm, with a width of 66 nm (Full Width At Half Maximum).
The letter is also used to indicate the Magnitude of the signal observed through the filter, e.g., citing "u = 1.5".
SkyMapper Southern Survey (SMSS)
UBV Photometric System