If you copied and it didn't work, you still have the original data, so you lost nothing. And if you have a backup of the original data, you lost nothing also.
So you only lost something if you have no backup, did a move in stead of a copy or deleted the original before checking the copy. Such happens, but none of it is considered 'best practice'.
Why did you pay $700 (that's the price for a well-known maker: http://www.amazon.com/Kingston-DataTraveler-Predator-1TB-DTHXP30 with amazon) for a USB stick if a 1 TB external drive is about 10% of that price?
Or did you pay only $50 for some unreliable no-name stick? Better return it then as defective.
I have tried copying a large amount of data (100GB+) from my old NTFS HDD to my new 1TB memory stick, it all went fine, but when I looked in the new memory stick folders they are all blank, I didn't think to check before but I have checked and the memory stick is in exFAT format, I have lost all my data and have no idea how to get it back, does anyone have any idea how I can recover the data, or if this is a different issue all together.