I once found a memory stick and was able to reunite it with its owner who was very grateful. I had no hesitation about putting it in my computer, and I would have no hesitation about doing the same in the future.
I have lost a stick once in the past, and it caused me some inconvenience. It was not returned, but there were no files on it that could opened without an expensive program. Since then, I name my sticks with my telephone number, and have a text file with my contact on it.