Hi Lyn,
Welcome to the forum.
You need a USB disk device large enough to hold your eventual music collection.
A USB stick would do BUT BUT BUT many USB stick or thumb drives on the market are FAKE. So if you go this rout purchase from a reputable shop, not Amazon or Ebay and pay top money.
Therefore it may be better to go fkr a USB HDD or SDD device.
Either way, you need to format the device using the B2 function to do this before using the device. The B2 requires disks to be FAT32 format.
Once in this format the device can be used to "Export" (backup) and "Import" (restore) your B2 music collection.
Fred