As MGDfan posted, 1999+ MY F-150s all have PATS keys.
You can cut a "regular" key for the door, but it will not do anything for starting the truck.
1st thing you will want to do, is get the key copied at a lock smith that at least has a RFID cloner. This will make an exact copy of the key ( RFID tag included ), and would save you if you lost the 1 key they gave you.
The better idea is to find a PATS locksmith ( that has a PATS programmer ) or go to a dealer and have another key cut, and the HEC erased ( removes all keys ) and add in the 2 keys as the programmed keys.
1. This will make it so the missing key cannot start the truck.
2. It will give you the 2nd key to be able to program additional keys.
Myself, I have the 2 factory keys, and I had clones made of both of them, so I have 4 keys, but it only uses 2 programming sots.
The clones stay in the key lock box.
This way no matter what happens, I can always add another key to the system.