If these computing terms are alien to you, then you’re maybe going to need to do a little research and learning.
To work with your iPad, the storage device must only have a single data partition - and be formatted to FAT, FAT32, exFAT or APFS. The “partitioning” and “format” describes how the stored data is structured on the device - and this must conform to one of the standards that iPadOS can support.
FAT and its variants are fairly universal. APFS is an Apple proprietary standard; if you don’t use a Mac computer, you can forget about it. If you a PC, then you’ll not be able to use Microsoft proprietary standards such as NTFS (another standard that Apple Mac computers don’t support).
Most ordinary USB flash drives (a.k.a., “thumb drive”, “memory stick” etc) will be formatted from the factory using FAT32. If you reformat the device on a PC or Mac, just make sure that you choose one of the FAT standards.