Theres a female end of an electrical connector with nothing plugged into it by the coil. My be other has the same truck and he has the part. Its a little black box that’s attached to one of the bolts. Any ideas what its for?

 

Part that's missing is an "Ignition~RadioNoiseSuppressorCap" FordMotorCraft# f67f-18801-aa.
should be attached to one of the corner bolts on your CoilPack & plugged into that 1PinHarnessConnector.
If you still have an AM radio in your vehicle, turn it on & tune it to lower frequency range;
should hear Ignition\SparkPlug noise that varies with engine RPMs.
This Capacitor suppresses that noise;
also helps suppress noise while listening to the radio driving thru ThunderStorms\Lightning;
maybe your vehicle was previously owned by TornadoChasers & they prefered to hear lightning strikes!
Click here for image\details of the CoilPack & Capacitor.
Click here for more info on IgnitionCoilPack\Wires\Plugs for a V6~4.0L~SOHC.