Why can't I move downloads to flash drive  without "don't have permission" message

I continue to get this message when I go to the files I downloaded onto the computer and drag them to the flash drive,
"The operation can’t be completed because you don’t have permission to access some of the items."
I can move the files anywhere on the computer but can't move to an external source. I also get a similar message when trying to delete recycle bin. I have only had my macbook for two weeks and I'm not very happy with some of the stupid obstacles I am dealing with. I have went into the permissions for everything that gives me trouble and they all say read and write so I would think I should be able to maneuver around my laptop that I just spent over a grand on without any trouble.
I haven't tried saving work to an external hard drive because I always email my work to myself to this is the first problem that I can think of involving different sources connected to the computer.  But I have so far used the mac for the internet and to type some papers so I'm not sure what other problems I will encounter.

How is the flash drive formatted?  NTFS?  HFS?

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