It would be far far easier to interface an Arduino to an old PS2 keyboard.
USB is complex. You would have to understand USB protocol, then understand the HID (Human Interface Device) protocol inside of the USB protocol. As HID can interface a number of devices like mice and keyboards, you might have to then understand the keyboard portion of the HID protocol.
As a point of reference, commercial USB analyzers cost hundreds of dollars. This USB analyzer cost about $500.
As an alternative, have you considered an all software USB monitor? These normally reside on the same computer as the USB Device is attached to. Wireshark should be able to do this.
Also, assuming that is a Pro Micro used on the keyboard, consider adding code to its Atmel processor to send out keyboard activity on an unused pin. This approach might proved much easier then monitoring the keyboard after its data has been incorporated into the USB protocol.