USB Thumb Drive Compatibility

Is it the USB-A or USB-C version? USB-A is only designed for connection to stuff that's self-powered, like (as the name implies) a camera. It might be possible to use with something like an powered USB hub. However, it sounds like the Lightning to USB 3 Camera Adapter can actually provide power, although you might need a USB-C to USB-A adapter.

Use Apple USB-A camera adapters with USB-A devices - Apple Support

Use USB 3 Adapter for more power

Some devices need more power than your iPhone, iPad, or iPod touch can provide. If you connect one of these devices, you might see an alert that says “attached accessory uses too much power." Try one of these steps: 

• Connect the devices to a powered USB-A hub or secondary power source.
• Use a Lightning to USB 3 Camera Adapter.

-Captain- wrote:

Can I use a thumb drive using the usb 3 adapter?

Not sure. But if you have access to an Apple Store I'd ask. There aren't that many powered USB hubs, but I've heard of that trick for things like using a USB-A hard drive with a DVR that doesn't provide USB power. A typical application that might work with your Camera Adapter would be something like a desktop USB external hard drive that's powered by its own power supply.

"This accessory requires too much power". The message is clear ... external devices need their own power.