Here's a quote from Reddit that better explains what is happening to me:
"Hey, so I just got a CDJ 900nxs and earlier I loaded up a playlist on my USB, plugged it into my CDJ and I could see the playlist just fine and play music off of it. I then pressed the USB stop button and pulled out the USB. I then added the rest of my playlists and now none of them show up. Only the [FOLDER] option shows with all the artists folders. I tried deleting some playlists and it's still not showing up. I even reformatted the USB. When I took out the USB the first time I didn't know that you hold down the USB stop button before you took out the USB so hopefully this isn't my issue, ever since that first time I've been holding it down. I would be grateful if someone could help me out."