Invisible Files Not Shown By Finder

When I plug in my USB stick to delete some files on it, they seem to be gone afterwards, using Finder as my file browser. When I plug in the same stick in a PC, I see that the files are still there, starting with
For example: ._letter
On my mac, these files are invisible. Is there a way to see them? And how do I delete the whole file?

Thank you, it worked.
What are those "leftovers"? Why do they exist?
Now, I have got about thirty of them on my desktop. Can I delete them with no worries? Does it make sense to delete them at all?
I figure they take up a big part of my HD. True
Edit: If I try to delete them on my USB stick, an "unexspected error" occurs. How do I get rid of all this ... "trash"? Deleting this sort of file on my desktop, however, is no problem. How come?

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