You mean you get that message AFTER you erased the stick, or simply when you first insert it?
If you still need to erase (format) the USB stick, then just open Disk Utility, choose the stick, and erase it. If that doesn't appear to work, you may need to select the stick (the line with manufacturer's info), and click the Partition tab.
Click the Partition Layout drop-down, and change to 1 partition. Click Options, and make sure that GUID is selected - or MBR might be good if you are using it with Linux/windows. You can change the format to ExFAT, or MS-DOS(FAT) - either will work. Name it if you like, and click Apply. When the format completes, it's ready to use.