Scroll down to the Not Showing Up section below. If the drive is not showing up in Disk Management or Disk Utility at all, you have some other type of problem. If the drive has a file system not recognized by OS X, you’ll need to erase it and the format it using FAT or HFS+. If the drive is showing here, but not on the OS X desktop, then click First Aid to try and repair the drive.
If not, go to Disk Utility and check to see if it appears under the heading External. On Macs, the drive should automatically appear on the desktop. If the drive is showing, but you’re getting messages about the drive needing to be formatted, etc., then read the next section below.
Pick a letter for your drive and you should be good to go.