How to transfer Playlist music to USB?

Convert? it depends on what you want to use the songs in (the apps). I would do conversion only when they do not play in another device.

iTunes menu->File->Library->Export Playlist

Drag and drop should work. What exact error message are you seeing from iTunes? Dragging won't work if the file isn't actually on your computer such as items listed in iCloud, or Apple Music files. It also won't work if thumb drive is locked (slider switch on the drive) or if it is NTFS formatted for Windows use.

If your player will only play mp3 then you need to convert to mp3. You will have to tell us what formats your player supports.

Select the playlist first in iTunes, then select all songs.

If it supports only mp3 they will have to be converted first. You can do that yourself. iTunes 12 for Mac: Save a copy of a song in a new file format - http://support.apple.com/kb/PH19509 - make sure you aren't in fullscreen mode - https://discussions.apple.com/thread/6777547

I don't know if dragging the playlist itself will work. Select thetracks in the playlist.

This may interest you:

Dougscript convert and export script - http://dougscripts.com/itunes/scripts/ss.php?sp=convertandexport

You should not have to do it that way. Copy and paste that way is classic Windows usage. We have been telling people to drag items from the iTunes window to the drive for years and it seems to work for them. Is this copy and paste method working for all the tracks you wish to copy? If it doesn't for one then that may be the reason why none were dragging over.

This works if you are dragging a few songs, but not hundreds. There is no error message. It just ignores the request.

Try Export Files From Playlists.

tt2