Have you ever had a USB Stick with a crippled partition table and the UI driven Disk Utility of macOS won't erase anything? Anyway... I did have... anyway.
So, open a Terminal and try:
diskutil list
Identify your USB stick from the list. It will likely be named something like /dev/disk2 or /dev/disk3. Make sure you select the correct disk to avoid erasing the wrong device.
To completely erase the USB stick and create a new MBR partition table with a single FAT32 partition, use this command:
diskutil partitionDisk /dev/diskX MBR FAT32 "USB_STICK" 100%