USB sticks are a very convenient way to move data from one computer to another and are widely used as backups. However, their small size and lack of passwords is a major drawback from a security standpoint.
Some bad guys — (called fraudsters by accountants and police) put malicious software on these thumb drives and leave them lying around in public places. Curious people will pick up a USB stick. And what is the first thing that happens when you have an unlabelled USB stick? Generally you put it in your computer to see what is on it. If you have a fraudsters USB stick then you will not see any files. However the malignant software, called malware, will have installed itself on your computer. The malware will give the bad guys access to your computer. They may use your computer to launch attacks against other systems or they may find enough information on your computer to amuse them. You will be thinking that you have a blank USB stick that you can use and it may take a little while for you to realize that something is wrong with your computer.
The recommendation is two fold. Put a label or other mark on all your USB sticks as soon as you purchase them and don’t put a USB in your computer if you do not know where it came from.