Summarize this article:

USB drives tend to fill up quickly—especially older drives that don't have much storage. Try clearing out some files that you don't need if your drive is full. You can quickly clear a drive of files by dragging the files in question into your computer's Recycle Bin (Windows) or Trash (Mac). Many USB drives cannot store files larger than 4 GB. If you need to transfer files larger than this, you'll have to format the USB drive with a different file system. See the next step for details. . Formatting allows you to change the file system of the flash drive, which is handy if you either need to store files larger than 4 gigabytes or need to set up the flash drive for use on your computer. Formatting will erase the flash drive's contents.  If you want to store files larger than 4 gigabytes, select exFAT (Windows) or ExFAT (Mac). Flash drives formatted for Windows-only use aren't compatible with Mac computers, and vice versa. Formatting the flash drive for a compatible format will fix this issue.

Summary:
Ensure the drive isn't full. Check the size of the file you are trying to transfer. Format the USB drive