Finicky, isn't it?
Things you can try:
- Before you shut down, after you finish burning the USB stick, open your file manager and Mount the drive. Or you can Mount it using
Disks
. Then eject and shut down and try booting the USB stick as normal. - Try using a different USB stick.
- Try using a different USB port.
- Ensure that the USB stick is fully plugged in before ever hitting the power button to power on the computer.
- If UEFI is not working, try booting in Legacy Mode.
- If you have PPT setting in BIOS - disable it.
- And, as always, ensure Secure Boot is OFF (you can turn it back on later for a Windows Machine).