USB reader

I was trying to insert my USB stick in my MacBook Pro, and does not working. when I go to the Finder and click the USB folder, it says "Install Adobe Flash Player". I then did the downloading the Adobe Flash, but then it doesn't showing up on my computer. I am able to watch video in Youtube though. I don't know what to do. Please someone help me. I am a new MacBook User, so I don't know what to do. Thank you in advance.