Just a simple question

I used a stick with a game but i pressed by mistake an option like "use this device to backup your windows" or smth like that. In the first sec i pressed cancel and here is my question: my system changed or if i pressed cancel all came back to normal without any changes

 

place the stick back in and it might prompt you with same question in which case nothing changed or right click on the drive and check under properties how you want it.