1, see if the USB flash drive is good. If it's good, let's see if the contact is good. That is to say, the USB ports of some USB sticks are too loose to be released. You can change it to a USB flash drive.
2. Look at the format of the songs you downloaded. Generally, it should be MP3. Some players don't accept music in other formats.
If there are no problems in these two aspects, it may be the player's problem.