Das ist gut! C'est fantastique!Sorry, couldn't resist such a reply to your classic title
My only real comment to add to the above are that not all manufacturers are equal. You get what you pay for. You won't have much bother with known names but if buying from eBay or the like from unknown sources expect to find the connections being "iffy". They could work in one machine but not in another irrespective of OS. If the data is valuable buy from known brands.
I haven't had much trouble swapping between Windows and Linux (usually Red Hat) but on occasion the Linux machine needed to be rebooted to "see" the drive. Always "eject" properly before removing the drive. On the rare times I have interacted with Apple I had little problem (well with the flash drive anyway) but with that too, remember to eject correctly.Some drives are marketed as a "locker" to keep your data secure and include inbuilt encryption that autoruns on insertion. Avoid those unless really needed.I have a 4GB drive from about a decade ago, when that was considered large. That has been in dozens of Windows / Linux boxes all over the place and is stuffed full of all sorts of things. Never let me down yet.
Now you have "Reasons to be Cheerful Part-3" ...... "What a waste" for those unaware of significance
Regards