Note it in your password manager app. (Or wherever you store recovery data in case the TOTP or U2F device is lost or destroyed.)
Usually the key doesn't store anything at all – it only has a single master key baked in, and either uses it as a seed to generate per-site keys on demand (based on the domain name provided by the web browser), or to encrypt the keys and return to the website for storage. This has many advantages compared to persistent storage (unlimited capacity, no memory wear-out), so practically all manufacturers use one of those options.
The FIDO2 specification introduces optional "resident keys" which are stored on device, but it seems that there is no feature in the protocol to list or otherwise manage the keys. The only actions are 'register', 'authenticate', and 'factory-reset the whole thing'.