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Well like a hard drive, presumably there would be a FAT table (file allocation table) to record where files are on the disk so they can be found and used. But that is a system style beast and not a file as such in the conventional sense.

Even after a format (Quick Format) of certain media data remains, but the space it took up is marked as available for use and there is no longer a record of that file in the FAT. There is software that can search for and recover data of a so called formatted disk.

Now that you question has you paranoid - the only true way to get rid of all of the data it to - either destroy the disk of run some super strength erasure software. It isn’t actually erasing but doing multiple passes of writing random data over where the original data was. And that doesn’t remove everything it just makes it much harder to recover it because of all of the random over writing it.

I bet you’re glad you asked.

If you really want a scare try Google as the above is just my basic description/understanding.