1. Remove the write protection
Write protection is a function that only allows you to read the inner data instead of modification or deletion. You have to remove it at first step by step as the below article says: *****How to Remove Write Protection from a USB Flash Drive*****
2. Make sure whether you need to recover your data before the formatting.
Sometimes, some people have to format their drive for getting some error message and worry about the inner data at the same time.
Actually, if you do worry about data loss, you can restore your data at the aid of a recovery program before you format your drive. I know a USB drive recovery freeware that has successful helped me recover my photos, videos and files from a "not formatted" hard drive. You should have a try!
3. Format your drive to make it useable again.