| First things first. Install the application. |
sudo apt install gnome-disk-utility |
| Once done, launch it! |
| Plug in your USB drive and select it in the panel on the left. |
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| Click the three dots on the top right and 'Format Disk...'. |
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| Click on 'Format'. |
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| Read the warning. Click on 'Format'. |
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| Click the '+' sign associated with your USB volume. |
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| Click on 'Next' |
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| Name volume and tick 'Password protect volume (LUKS)' |
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| Enter your password and click 'Create'. |
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| Wait for it to finish... |
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| Great Work. You did it! |
| Now plug this USB drive in, open file manager, and select it. |
| Note |
| You'll need to remember your password. Maybe write it down? |