Learning:

How to build your own U2F token: https://github.com/conorpp/u2f-zero/wiki/Building-a-U2F-Token 

Kicad basics videos (3-part series): https://www.youtube.com/watch?v=YoyO8OqKqVk

Computer and online security basics (multiple videos): https://www.youtube.com/playlist?list=PLME-KWdxI8dcaHSzzRsNuOLXtM2Ep_C7a

 

Parts:

Parts supplier (Option 1): http://www.digikey.ca/

Parts supplier (Option 2): http://www.mouser.ca/

PCB board supplier: http://www.dirtypcbs.com/

(Stencils can also be ordered through Dirty PCBs).