I'll plug one in...
...as long as I take the proper measures to do so.
1. Use an old "junk" laptop with only a working optical drive (no spinning rust or SSD connected).
2. Boot up a live Linux distro off a CD/DVD.
3. Plug in mysterious USB drive.
4. Unless it's some sort of virus that directly screws around with the BIOS, or booby-trapped device that damages your USB ports, freely look at whatever is on the USB drive.
4a. If it DOES mess about with the BIOS, or cause your laptop to go pop and release the Magic Blue Smoke, then console yourself that the laptop was just a kickaround spare that you weren't using anyway, and go get another one for a few bucks/quid at the local computer recycling center/centre.
5. Laugh at the lame-o attempt to write a virus/trojan to a read-only filesystem (if necessary), see if there's any juicy info stored on it, then decide what to do with the drive afterwards (reformatting it, destroying it, etc.)
There! You've just dealt with a mysterious USB device in a relatively safe manner. Go pat yourself on the back and have a cookie/biscuit.