Sounds as though you forgot to 'Safely Eject' it one too many times. If you don't safely eject the USB before removing it you run the risk of damaging/overwriting/duplicating the Master File Table. Sometimes when you insert a USB stick you will see Windows offer to "Scan to remove errors that were detected", which more often than not, means its going to rewrite the file table as its unlikely the data itself has corrupted.
You will need to search for some kind of file recovery program before you do anything else. I personally use FileScavenger, its a fairly old piece of software but tends to be pretty effective at finding and recovering data. Im sure there's probably some freeware app somewhere that'll do the job. Then just reformat the...