My computer knows I've plugged my stick but I can't see it in Nautilus.

Provide more information. Does 'dmesg' see the stick? Does the stick work on another system? Is it brand new?

There is a package called 'Disk' utility. Go to system settings and launch Disk utility. Check if your device is listed there.

My personal experiences :-
1. Device partition has been erased :- In this case you can create a new partition.
2. Bootable USB :- Sometimes the bootable USB drive may not be visible on Nautilus. Use Disk Utility to format it and mount it.
3. Damage :- Can't do anything.

and give the output of 'lsusb' before and after you plugged in the stick.

Thanks guys! Will all do!