While VeraCrypt is still highly regarded, if you plan to share the USB with others, or use it on another machine, consider using Zip compression with AES-256 encryption. This has the advantage of being usable without additional software in many operating systems, or portable 7-Zip could be included on the USB (Windows version of 7-zip runs well on Linux, too, under wine, and there's a Mac version, as well). Within the same archive can be sub-archives with different passwords, allowing one to share some data but not all.
Of course, it depends on the value of the information to a third party. One casually finding a lost USB, or even a determined thief, likely cannot break AES-256. A state agency might make the effort to try, if they believe the data might be valuable or a threat.