System backup says new Crucial x9 Pro is not formatted for NTSF

This is a new USB SSD that I bought to back up my husband's new Lenovo Yoga Pro. I want to make a system backup before doing anything to it. Windows 11 says the drive cannot be used becasue it is not formatted with NTSF.

Two questions:
There are programs on the Crucial. Is it o.k. to overwrite them? If not, what to do?
Which process would you recommend for the formatting?

Sorry to be so clueless. We haven't had to change hardware for awhile. I did not expect a new drive not to be NTSF.

You can copy-paste the Crucial software on your desktop and then format to NTFS. To do that, open This PC, right-click on the USB disk and select Format. Change to NTFS and proceed. Check the box to do the quick format so you don't wait over an hour to complete.

I remember back in the 90's, to install Windows 95 or 98 on a new disk, you had to create the partition using the fdisk command. This would take some minutes, it wasn't as fast as it is now. Then you had to format the disk and there wan no quick format available. The full format would take ages. After that you installed Windows. If you selected the wrong code page (aka regional settings), it was virtually impossible to fix it, you had to do a full format again and do a clean installation! Today you can buy a 4TB or larger disk and be ready to use in a couple of minutes or less.

If you have seen a program on the drive, it is formatted, probably as exFat.
I don't know what program you use for backup but it should accept exFat.
Before you do anything lets have a close look at the drive

Please post a whole window Disk Manager image of ALL your drives. Don't forget to expand the columns so we can read them. How to Post a Screenshot of Disk Management
If you have a MiniTool or AOMEI Partition use it instead or Windows