Hi,
Some usb sticks have the ability to boot while others may not. This is probably the reason why your usb stick won't boot. I would first try this Usb stick on a laptop or desktop that is able to boot of USB. If its unable to try a Usb Bootable Linux tool at this site;
Make a bootable linux usb and try to boot your system with it. If it works try your installation of ESXi again. If you still have problems I would try what the previous gentleman suggested. I still think your problem is the installation not properly modifying the boot sector or the Usb stick not having the boot capability.
Jamdev12