Clean it with diskpart. Open a command prompt and then type:
diskpart <enter>
list disk <enter>
select disk n <enter> (where n is the usb stick, choose carefully)
clean <enter>
create part primary <enter>
exit <enter>
Occasionally it takes a clean all, but I would start with just a clean. And if it is GPT formatted and you want MBR add a line before the partition line convert mbr.
Now format it in the File Explorer.