I see people talking about programs that steal your info off your usb. Please don't listen to these people they have no clue what they saying. Things don't run on your own without you rinning or installing them yourself end of.
Clearly you live under a rock, are illiterate, or didn't think before posting. I spot 304 hits for published CVEs mentioning remote code execution in Microsoft's products alone. Just
search nvd.nist.gov for "remote code execution" and you'll see.
There's being paranoid, and then there's taking appropriate precautions. Spyware that transmits sensitive data such as cryptographic keys from disks and USB devices is not unheard of.