Hello jnscts,
We are here to help with your external device on the Mac. We've got your back on this.
Use external storage devices with Mac with the steps here.
Format a disk for Windows computers in Disk Utility on Mac using the steps here. Depending on how it's formatted this may be why you are noticing this. Make sure you are compatible with the format type you use with both Windows and Mac.
It's important to know if you do need to format the device, this could remove all the data and photos that are currently on it. It's a good idea to make sure you have any info on the storage device backed up elsewhere before formatting.
Cheers.