While this provides convenience, the heat from your body can create moisture which might condense in the drive thus causing corrosion and damage to the electronic components located inside. In addition to avoiding putting the devices in your pocket you should also avoid placing them in areas where they can get spilled on.
Also avoid placing them in areas where they can be exposed to extreme temperatures such as near fire. Protect the USB connector The USB connector is the part that enters the computer so that you can access your files.