The volume specified to back up has a file system which is not supported. Only NTFS/ReFS-formatted volumes or EFI system ...

The volume specified to back up has a file system which is not supported. Only NTFS/ReFS-formatted volumes or EFI system partitions formatted with FAT or FAT32 file systems can be backed up.
To convert the file system on a volume from FAT32 to NTFS, at an elevated command prompt type: CONVERT  /FS:NTFS