All harddrives are the same, out of the factory. However, the format of the harddrive (which you as the user controls) decides which computer operating system (Mac, Windows PC, or Linux) can read from and write to that harddrive.
You have two choices for a new harddrive that you purchase.
Many harddrives that you purchase are FAT format already, so all you'll have to do is plug it in and start using it. If it's not, or you wish to erase the drive and start fresh, then you can manage your harddrives with Disk Utility.
Launch Disk Utility from the Activities Overview by placing your mouse cursor in the upper left corner of your screen and searching for disk
Disk Utility can get confusing with so many drives and partitions present, so be very sure that you've selected the correct device. Check that the type of drive (USB, SATA, etc) and the size (2GB? 1TB?) are correct, and then click the format button in the lower right corner.