I have personally never bought a "USB stick" that did not come in FAT format but anyhow, you can just Google and there are lots of free software out there. Partition Magic is a good one that I had used before. Another one I have used is AOMEI Partition Assistant. You can also do this in lynx or windows from command line but the software is easier if you are not comfortable with command line.
The CDJ would not crash as a result of you formatting it. It will not work in NTSF format anyways.
If you still need help, write back.