It seems the newest Dell systems don't support Legacy BIOS booting anymore, possibly in preparation for the fact that Intel has announced that their CPUs will no longer support Legacy BIOS booting starting in 2021, I believe.  So you'll need a Linux Live stick that supports UEFI booting, which involves using a kernel that supports UEFI and partitioning the stick properly for UEFI.  Unfortunately I don't use Linux much, so I can't give you detail beyond that, but I would imagine there are step-by-step guides for setting up a UEFI boot Linux Live stick available out there.

Likely a bad/corrupt/unreadable ISO or problems with USB stick and your system or RAM.  I'd re-download ISO to a different USB stick and try again.  If you use Rufus (note portable Rufus version requires no install) and tutorial on Ubuntu's site here it will create a hybrid boot which should work regardless of whether booting UEFI or Legacy BIOS/CSM.

I am in the process to install Ubuntu on Dell Windows 10 Desktop. When I tried to boot on a bootable Ubuntu Bionic USB stick created via UNetbootin, I got the same bug: "0.361616 initramfs unpacking failed: Decoding Failed". May I ask how to fix it? On net some people have suggested: change COMPRESS=lz4 to COMPRESS=gzip in the file /etc/initramfs-tools/initramfs.conf, and run the command: sudo update-initramfs -u However, on my desktop I do not have Ubuntu yet. Any possible way to fix it without having Ubuntu? What about creating a bootable Ubuntu USB stick via Rufus as suggested by Techgee? Thank you!

Are you writing the USB device as MBR or GPT? You need to select which file system is supported on your computer. Also, the bootloader may not be able to see the linux in the disk you prepared. In such cases, you can try to write the iso image with a different file system.

Thank webdeyazilim for the comments. I do not think that on UNetbootin and Universal USB Installer there is a choice for MBR or GPT. For the Ubuntu Live USB created by Universal USB Installer, it could not be recognized when I start the computer and press F12. Any further comments? Thanks.

I have also tried a bootable Ubuntu USB stick created by Rufus. On the bootloader, unfortunately, the Ubuntu stick does not show up either, even though the security boot has tuned off. I use UEFI as the boot mode since it seems that Legacy mode is not available anymore. Has anyone successfully booted a brand-new Dell desktop from a bootable Ubuntu USB stick? 

The official site of Dell:

https://www.dell.com/support/article/en-us/sln288683/converting-your-hard-drive-from-mbr-to-gpt?lang=en

says: "To boot your PC in UEFI mode, you will need to use a drive formatted using the GPT drive format". The partition style on my machine is GPT, and the bootable Ubuntu flash drive in UEFI mode, created by Rufus, is in the GPT format. Unfortunately, the bootable Ubuntu flash drive does not show up on the bootloader either. Any comments? Thanks.

You need to do whatever file type your computer supports. For example, does it support MBR or GPT? for this reason, it may not see the linux on the disk you prepared with the bootloader. In these cases it is usually better to use Rufus

Which file system are you using to write the USB device - MBR or GPT? Make sure to choose a file system that is compatible with your computer. Additionally, there is a possibility that the bootloader is unable to detect Linux  on the disk you created. In such situations, you can attempt to write the ISO  image using a different file system.