My 256GB USB saves files but they open blank.

Hello,

I have a 256 GB USB that I just bought and the files save fine on it but when I remove it from the computer and then put it back it the files are there still visible but all the files opens empty--e.g. a notepad document has the file size as orginially saved but when when I open it from the USB the document is blank.

Any ideas what I should do? I tried to format it but it will not allow me to do this.