The connection of an external drive to your Mac should not open a Terminal window without that being a deliberate act on your part.
Since 2007, Apple shipped the same Bash shell version that was the default for Terminal windows. Apple has switched to the MIT licensed, modern Zsh shell as its strategic supported SHELL product because the GPL3 licensing terms for newer Bash versions are unacceptable to Apple.
If you want to continue using the ancient default Bash shell in the Terminal, you can set the following in your Bash dot file in your home directory:
In /Users/yourname/.bash_profile, add the following:
export BASH_SILENCE_DEPRECATION_WARNING=1
and the next time the Terminal opens that changing your default shell message will not be present.
If you do decide to switch to the Zsh shell, run that indicated command in the Terminal, but you will need to set at minimum your PATH and terminal prompt in a new startup file (.zshrc) as the Zsh shell does not read the old Bash startup file contents. If you don't do any shell script programming, you probably won't notice a difference in using the Zsh shell, other than the default prompt is different.