Any idea what this is?

It has broken off one of the suspension coil springs.

You need to get this fixed soon. The coil spring will not be seated properly anymore and the sharp end of the remaining coil spring could move and puncture the tyre, since they are usually located very close to the tyres.

This is just an example of a coil spring I got from here. The piece you have found is from one of the ends of the spring.