Every form of storage, from the old cassette tapes to CDs to your computer's hard drive, has a finite lifespan - meaning they can only "do their thing" so many times before wearing out. Here is a great article describing storage media and how long each type is "supposed" to last. Flash drives and hard drives (to which my posting is referring) are at the bottom of the article.
When you plug in any USB storage, a USB icon appears in the Notification Area, a.k.a. System Tray (lower right corner of your screen by the time/date). It may be set to be hidden, in which case you click on the little white triangle at the left to see it. The icon is supposed to be the end of a USB cable overlaid with a white check mark in a green circle. All you have to do is click on this once and then select the device you want to remove. It will say something like, "Eject [name of device]". Within a couple seconds a message will appear saying, "Safe To Remove Hardware". At this point you can pull out the cable or flash drive and be on your way. Do this every time and your drive may last longer than expected.