The letter "u" is a strange letter. Sometimes it is just an ordinary vowel; but sometimes it is a vowel that begins with a consonant sound.
The consonant sound is the same as that represented by "y" in words like "you". It doesn't sound much like a consonant, but technically it is.
You do have to distinguish between vowel letters and vowel sounds. Strictly speaking, a, e, i, o and u are not vowels, they are letters which, in English, often represent vowel sounds. The letter y represents a vowel sound in "story" or "sky", but a consonant sound in "yolk". Remember that letters are not sounds, they're just little symbols.
For example, in the Welsh language, the letter w is not a consonant, it's a vowel (usually) and represents a sound similar to the English "u" in "pull". Thus the Welsh word for a valley is "cwm", pronounced "koom". In German, however, the same letter represents a consonant, a bit like English "v".