What if a USB was plugged in backwards, what would happen, and would Windows warn you?

Nothing. It's not symmetrical. No contact would be made.

"Like many already said, usually it's hard to plug it in without force.

However, some manufacturers do have those tiny models, like this Transcend T3, which can be plugged backwards. But, since the contacts are only on one side, so no contact is made, nothing happens. Windows doesn't show any message, since practically, it's not plugged in.

Apart from that, and the fact that I lose them all the time, fantastic little thingies :)"

"If you connect the usb cable backwards on the motherboard, you could damage your pendrive. I saw this happen. This is a similar case of yours.

Sidenote: I accidentally inserted the headphone's jack into my usb slot (the case is on the floor, the slots are near to the floor and I was blindaiming). Some sparks came out and the OS warned me that something happened to the usb. I don't know if it is working now, because I didn't put in anything after the incident."

"If the plastic spacer inside the PC's USB type A socket breaks, attempting to plug a device into the socket can short the Vcc and GND terminals together, which may damage the motherboard. Breaking the plastic spacer was not unheard of with clamshell cases on Dell Precision Workstations from several years ago: open the clamshell with a device plugged into the front USB port and something's probably going to break (either the device or the socket).

Depending on the mechanical design of the specific type A plug, fumbling around with the plug backwards may also short Vcc to GND. I ran into this once with a type A plug where the shell had two metal fingers that were crimped over the plastic spacer, and these happened to be the same distance apart as the Vcc and GND terminals. This burned up a trace on a motherboard (a generic Pentium board circa 1996; apparently no overcurrent protection for the USB port) and made me much more careful about plugging in keyed connectors."