If you happen to have a hard drive that was never formatted, you'll need to initialize and create a new partition before you can format it.
Typically, you'll know when a hard drive doesn't have a partition, because it'll not appear in File Explorer, and on Disk Management, it'll appear as unallocated space.
To properly set up a blank hard drive, use these steps:
Right-click the hard drive marked as "Unknown" and "Not Initialized," and select Initialize Disk.
Select the partition style:
Right-click the Unallocated space, and select the New Simply Value option.
Under the "Simple volume size in MB" section, leave the default size if you're planning to use the entire hard drive to store files. Otherwise, specify the amount of space in megabytes that you want to allocate for the partition.
Use the "Assign the following drive letter" drop-down menu to select a letter for the new hard drive.
Check the Perform a quick format option.
Quick Tip: If you prefer a full format, clear the quick format option. Just keep in mind that depending on the size of the drive, it can take hours to finish.
After completing the steps, the new hard drive will be initialized, partitioned, and properly formatted.