I have a USB which is read-only protected and I can’t remove the one file that is on the USB, or transfer new files from my computer to the USB. I can’t reset the USB or format it. What should I do? 

The standard answer is to return it, either to where you bought it or to SanDisk. 

But there are other options also.  This link may help you:

Sorry to see this for you Jonis. How long have you had this already?