The requirements for general data storage on a USB drive are lower than what is required when continuously recording a live video directly to the drive. So there are certainly drives which work fine for general file storage and transfer that will not work for video recording. Here is a reasonably priced & reliable 64GB option that we recommend. This drive works right out of the box and has proven to be reliable.
We recommend formatting drives to the exFAT file system with a 128K allocation size prior to using them. The drive linked above comes formatted this way from the factory. Some drives ship with different settings which make them incompatible and reformatting may correct that.
To reformat a USB drive in Windows, open Windows Explorer so you can see all of the drives on your computer. Right click on the USB drive you want to reformat and select Format. In the menus select File System: exFAT, Allocation unit size: 128 kilobytes.
If you are looking for more extreme capability including greater storage and high file transfer speeds, a Samsung T5 portable SSD is a robust option that is popular within the professional video community and it comes at a modest price. This drive comes formatted appropriately to use right out of the box (exFAT file system).
Let us know if you have any further questions/comments!