Hi is it a hard drive or a USB flash drive/ memory stick / thumb drive?
If hard drive, is it powered by a proper power supply from a wall outlet or trying to run from USB power only?
Does the device suggest it has encryption eg: “data vault” , “secure travels” ? Such devices load a special PC and Mac driver which handles the decryption - but of course a media player can’t read that decryption file so won’t be able to see the data properly either.
When plugged into a PC, does the drive show itself just as one big drive letter or two (or more? Also, when plugged into PC , does any pop welcome screen or pop up splash screen appear briefly? (Not just theusual windows “I see a new USB device” message. If so, you may only be formatting a particular partition on the drive, rather than formatting the drive itself. Some such partitions and software can only be removed using a small, free app downloadable from the drive manufacturers website - sometimes called a drive utility or deep formatted.