USB drive data recovery problem

I have a USB drive that is always giving me this message: “The disk is not formatted. Do you want to format it now?”
I didn’t get it. After searching on the internet, I know that my best bet is to try a data recovery application, if I really want to get back the data inside it.
So, do you have any suggestion? It could be better, if it is a free one. I don’t have extra money to pay for it this month.
Help me, please!
Thank you in advance!