What you have is a 1943 steel cent. During World War II, copper was needed to make shell casings for bullets. In order to conserve copper for the war effort, the government minted pennies in steel-coated zinc. They only did it for one year because the public complained about the new pennies- they were easily confused with dimes in change. They are relatively common so only ones that are in excellent condition are worth much; most are worth no more than 15 to 25 cents. While they're easy to find in coin shops, it is rare now to find them in pocket change so it's a nice find and definitely worth keeping for your collection.