If you are carrying work files, client documents, photos, backups, or personal records on a flash drive, the real problem is simple: anyone who gets the USB drive may be able to open the files. Start with free options first, then choose a dedicated USB encryption tool when the workflow becomes too fragile.
BitLocker To Go can encrypt a removable drive and require a password. It is a good free option on supported Windows editions, but availability and cross-PC convenience can be a problem for some users.
This works well for a few documents you rarely change. It becomes awkward when you need to edit files often, keep a normal public area, or protect many folders on the USB drive.
Permissions can help when the USB drive stays with one Windows account. They are not a reliable password-protection method for a portable drive that moves between computers.
An encrypted container is powerful, but some users find the mount/unmount workflow too technical for everyday USB sharing, travel, and office handoff.