Hp v250w not recognize

I bought HP v250w 32gb pendrive.
Now I don’t know what has happened, my pendrive is not appearing name as will “Removable Disk(H:)” instead of my name.
And when we click on that my files won’t appear but the message comes as “IT’S NOT FORMATTED. WOULD YOU LIKE IT TO FORMAT IT NOW? (Y/N)”. If I format, I will lose all my data.
Why this problem has come?
How to overcome it in future?
Is HP company not good?
Or it’s fault of mine?
This is second time it’s giving me this problem.
Please help me.