USB Backup - "Unsupported File System"

some usb sticks generate “Unsupported File System” error. How to fix?

Format them with a supported file system?

The My Cloud device supports the following formats for externally attached USB drives: FAT32 , NTFS (read and write capability) HFS+J Ext2, Ext3/Ext4 XFS

You can find this information in the My Cloud User Manual too, Chapter 12 P. 85.