USB drive not recognized on Mac

Any Mac experts hanging out here? I've got a USB drive that won't open. It was working perfectly before, but there's a chance someone at work accidentally grabbed it and plugged it into a PC. Either way, now my Mac won't even recognize it. I'll post two photos below, but the text is in Danish.

1. Computer can't read the USB
2. In the second photo, I'm showing what happens when I click Initialize (all the options at the bottom are greyed out and I can't click anything)