Since you say that it's your first time using the WD drive on your Mac, the culprit may be the file format.
Although NTFS is read-only and exFAT and FAT32 are both read-and-write support on Mac, the allocation unit size that Windows assigns to these file systems is different from what macOS does. Thus, your new WD drive not reading on your Mac. You can reformat it to APFS, HFS+, or exFAT in Mac Disk Utility.
However, reformatting the drive will erase all data on it, you need to back up the data with a Windows PC in advance. If you have no Windows device now, use iBoysoft Data Recovery for Mac to rescue files from the unreadable disk quickly.
- Download, install, and open iBoysoft Data Recovery for Mac on your Mac.
- Ensure your WD external drive is connected to your Mac.
- Select your WD drive on the app's main interface and click Search for Lost Data.
- Wait for the scanning process to end and then browse the scanning results.
- Preview and check the files you want, then click Recover to save them to a different location.
Besides, the external hard drive keeps disconnecting on a Mac can also be caused by other reasons, including interference from third-party software, faulty USB cable or port, software bugs, external drive corruption, etc.
You can also try these tricks to fix it:
- Run Disk Utility First Aid to check your WD drive.
- Eject the drive and connect it to another port on your Mac.
- Change the USB cable.
- Update your Mac.
Also, you can refer to this post to find more workarounds: How to fix the WD hard drive not showing up, working, or recognized on Mac