Hey!
Mostly, Your External Hard disk is not formatted in the correct file system.
To check that, Connect your external drive, then Press the "COMMAND" key and the "SPACE BAR" at the same time to open spotlight search.
Then in the search box, the in "Disk Utility" and double-click Disk Utility.
Select the external hard drive from the list of drives, under the hard drive name, It will show which File system the drive is formatted in. If it is NTFS ( Or any other which is not supported my MacOS ), then it will not work with your Mac.
You will have to re-format your drive. To do so, follow these steps:
WARNING: You will lose all data if you format your drive. Backup any important information before continuing.
- If you have any files you want to save, copy them to another storage device.
- Open the Disk Utility app on your Mac using one of the following methods, depending on the type of disk or volume you want to erase:
- If you want to erase your startup disk or startup volume: Start up from macOS Recovery, then choose Disk Utility from the macOS Utilities window.
- If you want to erase any other type of disk or volume: Double-click Disk Utility in the /Applications/Utilities folder.
- Choose View > Show All Devices.
- In the sidebar, select the storage device you want to erase, then click the Erase button .
- Click the Scheme pop-up menu, then choose GUID Partition Map.
- Click the Format pop-up menu, then choose a EXFAT if you want to use it with Windows and Mac or choose MACOS EXTENDED if you want to use it with Mac only.
- Enter a name.
- Click ERASE.
- This will take some time. After it is done, you should be able to write to your external drive.
More help: https://support.apple.com/guide/disk-utility/erase-and-reformat-a-storage-device-dskutl14079/mac
https://support.apple.com/guide/disk-utility/file-system-formats-available-in-disk-utility-dsku19ed921c/19.0/mac/10.15
Hope this helped.