It may be using the 'Bin' and system restore, which will use some space.

Go to Control Panel, Folder Options, View Tab and make sure that hidden and system files are showing.

Then right-click the Bin icon, Properties and 'Configure the drives separately', i.e. don't use it for your pen.

Now go into System restore and click on Settings in the left pane. Turn off system restore on your pen. You should now be able to remove the System Volume Information folder from the pen in explorer.

If you wish, you can then hide any files you 'unhid' above.