But if you want to use the USB disk to transfer a big file from macOS to Windows, you need to reformat it with ExFAT format, otherwise, Windows will not recognize the disk format and need to format it when you plug the USB disk into PC.
To fix this error, you need to reformat the USB disk with a macOS disk format such as Mac OS Extend(Journaled). How To Fix It Is Too Large For The Volume’s Format Error.