If you found a memory stick would you put it into your computer to see what was on it?
If the memory stick was labelled then what labelling would convince you to plug it into your computer to see what is on it?
The only safe place for an unknown memory stick is the dustbin. A favourite way to spread malware is to put it on a memory stick and "lose" it. Some obliging soul comes along and infects their computer for you.
Remember that anti-virus programs can only filter out known viruses. These firms have "honey pot" computers which pick up new viruses so that they can update their databases to protect their users. A virus on a memory stick has probably not passed through their system, so your computer, howver well protected, will "catch" the virus. DON'T BE TEMPTED.
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.