F is a "Fake user":
Fake User (shield icon) Keeps the data-block saved in the blend-file, even if it has no Real User. When activated an “F” will be shown before the name in the list.
Any data block with no users (for example, material that not used in scene) will be deleted after reloading scene. If you want to keep data block in scene (I think, you want to keep brushes!) you should mark it as "Fake user". In 2.80 version F replaced by shield icon, but "F" still presents in lists