@D.I. Johnson has done a good job here. The only thing I would add is to know whether the physical USB stick is seen by Disk Utility. Unfortunately Disk Utility hides the physical drives from view by default. Within Disk Utility you may need to click "View" and select "Show All Devices" before the physical drives appear on the left pane of Disk Utility.
Also, try booting into Safe Mode to see if the USB stick mounts....if not, then check if Disk Utility sees the physical drive (see previous paragraph).
What file system were you using on this USB stick?
You can try using data recovery software to see if it can recover anything. The file system on the USB stick may determine which data recovery software can be used (I've only ever needed to recover from Apple's own file systems). You do need to be careful since on occasion I have found some data recovery software may modify the source drive which should always be avoided. You can also contact a professional data recovery service to see if they can access any data on the USB stick.
Unfortunately the quality of most USB sticks is very poor. I personally would never trust a USB stick to hold the only copy (or only backup copy). I try to only use USB sticks to transfer unimportant items such as log files or my test utilities from one device to another, or for bootable OS installers.
People need to always have frequent & regular backups of their computer and all external media (including the cloud) which contains important & unique data. There are a lot more new ways to permanently lose access to the data stored on the internal SSD of the recent Macs due to all of the hardware, software, and security changes. Apple provides the Time Machine app with macOS to make backups, but there are also third party backup options as well (usually it is best to have two different backup methods in case one of them encounters problems). The more important the data, the more backup copies you should have.
