What will happen if you put a usb drive and a magnet too closely together?

If you put a magnet right next to a USB drive, depending on the strength of the magnet and the amount of steel, nickel or cobalt used in the construction of that particular model of USB drive, the drive would either adhere to, or not adhere to, the magnet. This would cause no other significant effects. The storage of data in solid state form (as in USB drives) is not magnetic in nature, so no deletion or any other damage of the stored data would occur.