Are you running Ubuntu in "Live" mode?
If so, then files are limited by the size of your RAM, not the USB drive, and will be LOST when you power down/reboot.
You should open your File Manager save your data to a USB stick, internal HDD, external HDD, network storage, etc.
If you installed Ubuntu to the USB stick then you'll have to tell us more details about the method you used.
At any rate the following terminal command will give helpful information:
Give it a try, copy & paste the data back here!