Lucky
Ah yes, the classic "Windows decided your USB drive is now a paperweight" error. Love to see it.
OP, quick question - did you safely eject this drive... ever? Or are you one of those "I just pull it out when I'm done" people? Because 9 times out of 10, this error is Windows' way of saying "congratulations, you played yourself."
Anyway, try this:
diskpart
list disk
select disk X
clean
convert mbr
create partition primary
format fs=ntfs quick
If that doesn't work, your drive might actually be dying. SanDisk drives have a habit of going into read-only mode when they detect too many bad sectors. It's a "feature" to prevent data loss, but really it just means you need a new drive.