difficulty with reopening files on flash drive

I'm a new convert from a pc. Have a new macbook pro.

Today I went to use my flash drive to open some old files (which were created on a pc, Word) to see if I wanted to delete them, opened several files with Word using Windows for Mac, closed out the files, went to reopen them and couldn't. The size of the files went down to zero KB after opening.

I had tried to move several to the trash but I got an "error -43" code. I can't figure out why this is happening. No idea where to start. Thanks for any help you can give.

My mother, who's not much at computers, asked me a simple question...did you try saving before you x-ed out?

So I tried it and low and behold...it worked. However, this still does not get me back the files I opened previously that are now at zero KB. Are they gone forever?