Select a device to see its options. To store games & apps, devices must be USB 3.0 or faster and 128 GB or larger, and must be formatted for Xbox One.
To capture game clips and screenshots externally, storage must be USB 3.0 or faster and formatted (on your PC) as NTFS. Storage formatted for Xbox One won't work.
Music, videos and pictures can be read as-is from almost any USB device. Storage formatted for Xbox One won't work.