Found Unknown USB Device on My Work PC—Could It Be a Security Threat?

Today I noticed a USB device connected to my work laptop that I definitely didn't plug in. It's one of those small thumb drives but with no label or markings, and it's been active for a few minutes. I work in a pretty secure office with restricted access, so I'm puzzled how it got there. I've already unplugged it and ran a quick antivirus scan, which came up clean. I'm worried it might be some kind of data-stealing gadget or malware installer, especially since I haven’t shared my laptop or left it unattended at all recently. I haven’t reported it to IT yet because I’m unsure about the protocol for this kind of thing and don’t want to overreact. Has anyone else encountered mystery USB devices appearing on their computer? What steps did you take to check if it was malicious? Should I be running more in-depth scans or just hand this over to IT immediately? Appreciate any tips on how to handle this safely without risking sensitive work info.