A USB thumb drive implements the USB mass storage device class, which is a subset of SCSI. The specification is here.
You're not going to get anything sensible by just reading from an endpoint - you have to send the appropriate commands to get any response.
You have not chosen an easy device class to begin your exploration of USB - you may be better starting with something easier - a HID class device, perhaps (Mouse/Keyboard) though Windows does have enhanced security around mice and keyboards which may prevent you installing a filter.
If you meddle with the filesystem on the USB stick while it's mounted as a drive by Windows, you'll almost certainly run into cache-consistency problems, unless you're extremely careful about what kind of access you allow Windows to do.