USB flash drives are very volatile and can become corrupt easily, usually if the flash drive is removed while Windows is still accessing the USB flash drive.
This is the best option to remove that folder and fix any corruption on the drive:
Copy off any other files you need from the flash drive into a folder on your PC.
Then format the USB drive in File Explorer, the Quick Format option is sufficient.
When the format completes, copy your files back onto the USB flash drive.