Commands like rm and chmod are done on a mounted file-system. So if the file-system is read only those do not work. What you need to do is to mount the file-system as writeable.

Some USB sticks have a switch on the stick to mount them read-only. Maybe that is the
reason. It could also just be broken or damaged due to not correctly umounting it.

Before you do anything: copy the files over from the stick.

If it is not a hardware switch unplug and plug the USB stick and issue a

dmesg | grep -i panic

This will show you any panic messages. If you are seeing alot of them related to the USB stick and if it is a FAT partition you can use dosfsck to fix it.

You can find out how it is mounted with

mount

and use

dosfsck -a /dev/sd{xn}

to fix an MS-DOS partition table or sudo mkfs.vfat /dev/sd{xn} to format the disc. Where {xn} is a letter and digit you got with the mount command.

You can also use gparted to format it by the way.