You can run fdisk or parted to create new partitions.
where sdb is your USB drive.
Once in fdisk, hit 'p' then Enter to view your current partitions (just to verify there defiantly are none and you are on the correct drive).
Then type 'n' Enter to create a new primary partition.
When you are done type 'w' Enter to save and close fdisk.
on your new partition to format it.