USB data serial termination resistors. Need them for STM32F2 micro? If so, what wattage?
The resistors they are referring to are for the USB protocol.  There are assorted resistor values/locations required depending on the device type.  For example, if you want to design a dual-role OTG device you are supposed to put 15k-Ohm pulldowns on both the DP and DM lines.  The STM32 takes care of these considerations internally so you don't have to.

Regarding the series termination resistors, your power calculation is assuming that the resistor is the only thing limiting the current.  But USB transceiver lines don't carry any significant current; they are high-impedance when receiving.  I have used 0.063-Watt (0402 package) resistors successfully.  They don't even get warm.

When I built a USB Full Speed device with a STM32F1xx I added 2.2 Ohm resistors on the DP and DM lines.  I'm not sure that they were strictly necessary, since I wasn't going to High Speed data rates.  I found out later that 22 Ohm was more appropriate in the general case.  But the circuit worked just fine.

Also, please see this related question.