You likely need to format it for use on a Mac. Almost all commercial drives are formatted NTFS for Windows. Due to licensing, macOS can only read NTFS drives.
Open Disk Utility.
From the View button, select "Show All Devices"
Select the external drive device (left, outdented named with model/make/size, usually).
Click the Erase button.
Set the Partition Map to GUID
Set the format to Mac OS Extended (Journaled).
If you hav some need to use it on a Windows machine, just erase the volume as ExFAT. Changing the partition map is not necessary.