Looks like it's plugged into your diagnostic port. What does the other end of the wire plug into? If nothing, remove it and throw it away.

It was probably a diagnostic tool or a something for insurance.

 

The black box is insurance company's safe-drive USB, and the black wire is not plugged into the USB but into the car.

 

I draw a red line to show how it goes. Thank you!

 

Judging by the electrical tape job, looks like either an aftermarket alarm or remote start was pulled from your car. If you want, trace it and cut it as close to where its tapped to your car's original wiring and electrical tape over the cut.