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Most likely the resistor pack, but also possibly the switch. Remove wire connector
from resistor, key on, check for current at the plug for various fan speeds. If no current
at that connector, most likely the switch. Others on here may have truck-specific
experience.
The dealer would be one place, but not necessarily the cheapest. There are also some sponsors on here you can check with. I don't know how much the one on the Superduty runs, but the last two I bought for other vehicles were less than $15.
They are also pretty simple to replace. From what I understand, yours will be located on the passenger-side firewall, under the hood, close to the blower motor.