Summarize:

Where the pop-up window appears, click on Yes to accept it. Then type diskpart and press OK. It will show all the connected drives including your USB. The newly connected USB drive should be the last on that list. Or you can find your drive by looking on the size of drives. Here the current read-only state as "on" means the drive is read-only. It will remove the current read-only state. It will show the change.
Plug your USB in. Go to 'Search'. Type CMD in the 'Search Bar' section and select the 'Command Prompt'. Type DISKPART into the Command Prompt. Alternatively, go to 'Search'. And type RUN. Alternatively, press the 'Windows+R' keys to open 'Run' tool. Type LIST DISK or LIS DIS into the console. Type SELECT DISK # or SEL DIS # ('#' means the drive number-here my disk number is '2'). Type ATTRIBUTES DISK or ATTR DIS, it will show the current attributes of the drive. Type ATTR DIS CLEAR READONLY. Type ATTR DIS again. Type EXIT to exit the Command Prompt Then remove the USB and plug it again Now do any task to see the change.