Ive done this 4 times, with 4 different USB pens, always the same error.

Got a brand new 8GB pen drive
Use the Win32 installer to write the 64bit iso to it, (following instructions)

Wont Boot from it
When reading the E drive error message says it needs formatting

If try to format to start again the only size option is 2.35GB
**There seems to be a hidden partition that the reformat wont remove***

So the above happens every time. I really want to try Kali Linux but Ive spent over a week on trying to get it on a VM or on a pendrive!
Please advise