Yes. Actually.
Because Apple's deliberate restricted support for proper file systems, many external hard drives come pre-formatted with exFAT, a file system that relies on outdated technology.
ExFAT might be fine enough for SD cards or multimedia flash drives, because many (especially older) cameras/camcorders, boomboxes and car HiFi computer systems only support FAT32 (most supported) and exFAT, but for an external hard drive or solid state drive, exFAT is dangerously deprecated.
It lacks journaling, and many file system actions are not widely supported outside of Windows. (E.g. Linux's parted can't rename the file system label, which means that you can't get rid of an annoying space character in the file system label without rebooting into Windows.)
If you are not a crApple user, you are advised to reformat your newly bought HDD to a proper file system.
Windows actually is able to upgrade FAT32 and exFAT to NTFS with a precluded command-line utility, but better keep away from Apple's dangerous quick-sand-ecosystem.
Also, if you choose Linux's open-source ext file system, be advised that ext2 and ext3 are prone to the Y2038 epoch time bomb whose consequences we will have to carry because some folks in the 1970s acted irresponsibly. Better choose ext4 or BtrFS or tuxFS or NILFS.
But NTFS is well-supported outside of Microsoft's operating systems by now, because it has been reverse-engineered well.
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