If the error occurred on a linked player, it could be the connection between players. If it was on the player with the device itself, it could have been an error with the drive, the contents, or an electrical issue that caused a read error.
I'd suggest that given that drive sells for $20, it's probably the drive that's causing the problem. Try using a different make/model. I personally swear by SanDisk Extreme Pro USB drives, but I'll add our standard disclaimer:
Pioneer DJ does not guarantee 100% compatibility with any USB drive. Functionality of one drive does not guarantee functionality of another identical make / model drive. Manufacturers are known to change the memory controller chip per availability or cost, and as a result, there is always a chance that a drive may not be compatible with the player host chipset. Recommendations or the results of another user may not be the same for you and your drive.