Be careful, cyber criminals are crafty, they will use your curiosity against you.  It is a common practice for cyber criminals to drop USB sticks in a parking lot of a company or organization they want to hack into.  They hope that someone will pick it up and plug it in to a computer.  Once plugged into the computer the device will place malware on the computer and grant the cyber criminals access to your computer. 

Here is a fun and informative video from the National Cyber Security Alliance.