I found one on a planet and there seems to be a thingy there...
But I can't target it with SRV for scans, can't target it for scanning with Artemis suit, doesn't react to shots. It's just lying there doing absolutely nothing.
TL&DR: it's a Thargoid sensor, and while you can do things with it, I've a feeling you don't really need it now. Oh, and I don't recommend scooping it - it will damage you!
It didn't react in any way while I was shooting at it. That's why I didn't know what to do with it.
After I did an obligatory relog the sensor fragments appeared.
Oh well.