What is the component next to the USB port on MEGA/UNO? I fried it.

I do not understand what this component was. It is connected to the USB GND and the UGND pin of the Atmega16u2. In the arduino schematics there is nothing between the two pins.

What is it, should I replace it?

There is. It is L1 (BLM21) - ferrite bead.