Error Code -36

First please review Connect and use other storage devices with Mac - Apple Support.

How is that device formatted? What is its capacity? To find out, select the thumb drive in the Finder, then use the Finder's File menu > Get Info. Its Format and Capacity will appear.

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As for the -36 error code, its meaning is not publicly documented but it is accepted to mean some file data could not be either read or written. Doesn't really matter which; the Finder simply couldn't cope with it.