A U part wig has a U-shaped opening at the top so your natural hair can be left out and blended over the wig.
Why people like it
It can look very natural because your own part and hairline show. It also avoids lace blending.
The tradeoff
Your leave-out must match the wig texture and color. You may also use more heat on your natural hair to blend it.
Bottom line
A U part wig is great when your natural hair can blend. It is less ideal if you want full protective coverage.