Time Machine Back up with new OS 10.15.6

Exactly, to what are you backing up? Is this a separate drive or a Time Capsule®? If the former, you would do the following:

Drive Initialization - 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/Erase button and click on the Done button when it is activated.
6. Quit Disk Utility.

If you have a Time Capsule®, then see Verify, repair, or erase an AirPort Time Capsule drive.

Erase the Time Machine® backup disk, reconfigure Time Machine® preferences, then start the backup.