This has happened twice for me in last month so here's how I document it since if something happens twice will happen more again.
In DDD, the value object is used when your entity conceptually does not have an identity and it is all about the data. Now the question of something being a value object or an entity - where we care about the actual Id - is a business question but think about an address in a ordering management system where a customer has addresses.
You're going to think I'm jumping on the F# bandwagon as well. Well kind of but that's not the point of this post. The thing is, people ask me all the time: Why should I even care about F#? I have my own C# language that I love, why go through the burden of learning another language?