u/Beneficial_Adagio_13

I need some help with this problem,I keep getting this prompt everytime I open the computer and it related to a new 2 TB thumb drive that I just buy.

All the program and files that I transfer and download to this new thumb drive keep disappear and there are none at the recycle bin.

I made 2 folder files and one already have it content gone,I put some program in it just yesterday.the other files still have something in it folder but when I restart the computer,it also gone missing

I need some help desperately here😭