Creating a Linux partition on a USB drive

I have acquired a new 32GB flash drive to serve as location for up to three weekly Timeshifts. But I am told "selected device does not have a Linux partition". When I go to GParted I see that the current partition table is msdos and the file system fat32. When visiting the option to unmount I'm given these options for a partition table: aix, amiga, bsd, dvh, gpt, mac, msdos, pc98, sun, atari and loop. Which should I select? (And, am I on the right track in what I want to do?)