Easy Store back up hard drive not working on my MacBook Pro Retina OS Catalina

I cannot see what went before this. There is no point where you provide a size. You do choose a filesystem - Mac OS Extended, Journaled. If the disk is an SSD, then Disk Utility may force the use of APFS, instead. Note, you see something in Disk Utility like this:

WD Discovery

WD Discovery

The first line is the "out-dented" entry. The second line is the "indented" entry in my procedure. Be sure you have selected the out-dented entry as the target.

Try it again using this procedure:

Drive Preparation - El Capitan or Later

1. Open Disk Utility in the Utilities' folder.
2. After Disk Utility loads select the drive (out-dented entry with the mfgr.'s ID and size) from the side list. 
3. Click on the Erase button in the Disk Utility toolbar. A panel should drop down.
4. In the drop down panel set the partition scheme to GUID. Set the Format type to Mac OS Extended (Journaled.)
5. Click on the Apply button and click on the Done button when it is activated.
6. Quit Disk Utility.

Unless you have a reasonably urgent need for encryption, I recommend you do not encrypt any drive. Should you lose the encryption key, then you can never recover your data. If the encrypted drive is corrupted or damaged, then you cannot recover the data even if you know your encryption key. This is reminiscent of an old football coach who refused to introduce the forward pass into his offense, because ''only three things can happen, and two of them are bad.''

My guess is you click the Erase button. What do you think?

HFS+ is just another way to say Mac OS Extended, Journaled. So, you did A-OK.