What is this U folder under root /?
Catalina creates a read-only volume for System files, including the root level. You can't write to root level while booting from that volume. 

Normally, when Catalina is installed, the installer moves any third-party or user folders away from root level. It's not clear why that hasn't happened, unless the datestamp is not accurate. 


Disable SIP: Recovery mode, Terminal: csrutil disable
Restart.
Mount drive for read and write sudo mount -uw /  
Delete it [sudo] rm -rf /your\ folder\
Restart.
Enable SIP: Recovery mode, Terminal: csrutil enable