I didn't find any reference schematic for USB in the datasheet or reference manual, so I just kind of wired it up and hoped for the best. D+ to DP D- to DM, seemed logical enough. There's a Cube checkbox for phy, so I figured the chip must have whatever it needs internally. 

Plugged it in, and nothing... Not even a blip on the console.

You'll have to forgive my optimism, the only other project I've done with USB directly (instead of through UART to USB) was on one of those "Blue Pill" boards, and it just worked. 

So I googled around and found a schematic for it, sure enough...

Turns out I need an external pull-up resistor on D+