|Does it work in other computers? It could just be that your pen drive died and is no longer usable.|
You could try blowing in the pen drive and the USB port to make sure there is nothing blocking the connection.
Or it is possible that your pen drive is not assigned a drive letter. Open the computer manager and see if that is the case.
Or the USB port you are using is bad, try plugging it into a different port.
Do other pen drives work in your computer?
It could also be a driver problem, but not likely unless you are working on an older computer.
Also if you are working on an older computer and the hard drive is very small and your pen drive is just as big or bigger than the hard drive, it could just be because the ages of the pen drive and the computer (I have experienced this problem a plethora of times).
Well, I hope one of those helped you, if not maybe you should look into getting a new pen drive.