Firstly, do not write anything to the USB drive.
Most of the data on drive looks corrupted. You can try recovering the files using freeware or paid software.
The first would be Recuva. It is freeware. Download and install. You may have to do a DeepScan to find your files. If you can recover them, make sure you write the files back to your computer and not the USB flash drive or your data will be lost forever.
Second freeware is PhotoRec. It is a little more difficult to work with. Download the Windows version. It is part of TestDisk. The naming convention for your hard drive and USB is different so make absolutely sure you are recovering files from the USB back to your computer. This does a good job of recovering files but any files recovered have generic file names with the correct extension, so you would have to open them to see what they are and then rename the file. As it does it's scan. Make sure you select Whole and not the Unallocated option. PhotoRec recovers data in real time back to your computer. You can view the files it recovers during the scan. Here is a list of files PhotoRec can recover.
Here is a youtube video explaining the process. The title is Testdisk but the video uses PhotoRec to recover your files.
Third is paid software. Active File Recovery. With a Discount code it is $35. You may have to do the Super Scan to recover the files. You can run the software in Demo mode to see if it can detect your files and if it can you can purchase the license.
Once the files are recovered, you can try using Chkdsk to see it will bring the drive back but I would try recovering the files first before doing the Chkdsk. And lastly, always safely eject your removable drives.