This thing is small. I have uploaded a photo of it alongside a 20p coin and a Yale key to give a better idea. It also has a strong attachment eye integral to the body so it can't snap off. The hole is necessarily small, so you need a lanyard (supplied) to attach it - the hole is too small to accommodate a typical spring-clip device.
The supplied lanyard has two-part threaded split barrel piece (see photo) which unscrews to allow you to detach the USB drive from your keyring. This is a bit of a fiddle since the barrel is small, narrow diameter and smooth - the sausage-fingered might struggle. An O-ring at the junction of the two parts of the barrel provides the friction to prevent it unscrewing itself, provided you screw it up tight enough in the first place, not easy due to the small size and smooth finish.
At least they have thought about the problem of losing this USB drive and designed a strong integral attachment point and supplied better than just a basic lanyard. My only criticism is that the detachment mechanism could be better thought out, easier to manipulate and more positive. I am left with the slight doubt that the the lanyard could unscrew itself and I'd never notice the USB drive dropping off my keyring.
Be warned also that the USB drive can be awkward to get in and out of some recessed USB slots typical on older PCs etc. On the other hand, it virtually invulnerable to being knocked and damaged whilst in the USB slot. A primary teacher also commented to me that it might prove less easy/obvious/tempting for magpies in the classroom to make off with it. On my PC I can easily close the sliding cover over the USB/memory card module with USB drive in situ, so it is hidden from view.