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You probably used an unsupported USB stick. It's a bit tricky to say which ones are supported though, but it's all about the internal chip. As a rule of thumb it needs to be USB2 and its capacity should not exceed 8GB. Most chance of success appears to be with the cheapest possible USB sticks, often also handed out for free as business giveaways.
Just a heads-up about finding a compatible USB stick. I had similar problems and tried a variety of sticks and the one which worked for the installation of MouttE's excellent Debian Buster package was a Sandisk Cruzer. In spite of what Gordon said that it shouldn't exceed 8 Gb mine is 16Mb. It worked though.