Don't startx as root please. If you have not yet added a user to the system, please read the slackbook on how to do this:
http://www.slackbook.org/
If you plug in your stick and then run thunar, you should be able to see the USB stick device icon on the left pane of thunar. If you click it, it will mount the stick.
If you don't see the icon then it could possibly be a few things:
Check that dbus is running ('ps aux | grep dbus | grep message+' and /etc/rc.d/.rc.messagebus)
Check that gvfsd is running ('ps aux | grep gvfsd')
Check that fuse is running ('lsmod | grep fuse' and /etc/rc.d/rc.fuse).