Welcome @Asgerdl to the forums and sorry for that happening.
I personally use the free version of MiniTool Partition Wizard ( Best Free Partition Manager Software Tool for Windows (Sep 2019) ). I think it is easy to use - you could do the same things with windows board tools, but I especially list this tool as it is very verbose and you can see what you do there - which reduces mistakes - and this is what we want when we need to wipe a disk (don’t want to make it any worse by choosing some other disk by accident!).
So basically just install, load the tool, choose your external drive (double, trible check) - remove the small fat partition, recreate a big new partition of what-ever you want (maybe NTFS) and apply the changes :). This should get you back in business!
All the best
Nico