USB Pen Drive data loss

USB Pen Drives. Has anyone ever lost data on one. These drives were created to provide on the go transportation of files potentially large files. I have one of these drives and as much as they preach protect your data with these it confuses me to find out that I can’t access my data on my drive. It doesn’t matter what PC I use or what operating system I can’t access the data. The drive indicates that spce is being used but the files are invisible. if anyone can help me get my files of this USB pen drive I promise never to use on again.