Don't be worried !!
Here is how you are going to recover the data.
First of all check your usb drives properties and find out if it is completely formatted or there is data which used the space.
There are two cases:
- The USB is completely formatted.
- USB has some data.
You just download Stellar Phoenix recovery Tool and recover your data.
Note that its not freeware.
Case 2:
You have to open command prompt with administrator.
Or Win key + R
Type cmd
Hit enter.
Now when command prompt opens
Type the code
Replace the "k" with usb drive letter
Then hit enter wait for it.
There you got.
Your data just got recovered.
Hurray