Insert a thumb drive formatted with Microsoft’s venerable FAT (File Allocation Table) file system into your Mac’s USB port, and you’ll have no problem reading or writing data to that volume, as long as those files are under 4GB in size. Likewise, Microsoft’s newer exFAT (Extended File Allocation Table) works equally well on macOS, with maximum file sizes that exceed that of even the most capacious hard drives.
For whatever reason, Apple has chosen to handicap perhaps the most common file system in use today on Windows PCs. Buy a new hard drive, and you’ll probably find that media comes preformatted as NTFS (New Technology File System)-which isn’t a huge problem unless you need to write data to that volume.