Do you mean when you insert your pen drive. The system says your drive is not formatted, do you format it now? Or when you click to format the drive it won't let you do it. In this case, don't format it roughly for that will make the data in your pen drive lost easily. The best way is to recover the pen drive data in advance. And you can try some format recovery
tool to handle the format error and get the data out. Then think about other ways to make your pen drive work normally.