The different letters signify different types of drives/interfaces: hda1 is the first partition (1) on the first drive (a) on the IDE interface (hd). hdb2 would be a second partition on a second hard disk on the ide interface. The partition on your flash drive is likely sda1, although some people have reported other designations.

Insert the drive before booting Knoppix. Do you see an icon for it on the desktop? There generally is and you can open the partition by clicking on the icon. This open will default to read only. For read/write access see the info in answer #6.