I get this every time I transfer files from my Mac to my PC using my USB drive. It's totally a Mac thing, and is specific to the Mac to which you've connected your drive. Of course, if you've connected to more than one Mac, there will be information on there from all of them.
If that worries you, delete the folder. It won't hurt anything, and won't slow you down. I dump mine all the time only because I never need it.