I just don't want you to mess up Windows.... this process should not do that, and the whole idea of learning Linux by running the USB is so that you don't do any damage to the Windows system.
I am confused by the behavior of your SanDisk. You might reboot and start over. With Windows, rebooting can solve a lot of issues. If you move forward again, just be sure that the 32GB drive (E: or whatever it is) is the proper one selected in the Universal USB Installer program. If not, don't proceed.
You could certainly try another drive, but go cheap! Anything bigger than 8GB will give you enough space, and the persistence limit is only 4GB anyway (using this method.... there are ways to make it bigger, but no need for that).
You cracked me up about the avatar!
If you can, hang in there. We know it's hard when you first tip toe into the Linux waters, but everyone here is a big fan, and we really do want to help others learn it. I'll look for you to come back, whether soon with the SanDisk working, or in a few days with a new USB. And if I don't respond, I'm sure others will jump in.