Just hope you don't plug the 4-pin power connector backwards and ended up feeding 12V into the device. (I have only seen the schematic.)
The drive itself has a 3.3V regulator, so it is (sort of) protected, but the 5V goes directly into the USB port, so the USB stick can get fried seeing 12V. There can be other reasons, but this is possible.
You can check the USB stick on a PC and see if it get recognized. Also make sure it doesn't get abnormally hot. (a sign of damage)