Bought a new iMac desktop and want to download loads of photos to an external drive I just bought (WD 1 TB My Passport. I clicked initialize but still can't figure out how to download the photos to it.
It's likely that the problem you are having is that the drive as shipped is formatted as NTFS, which works fine on a Windows computer but is a read-only format on a Mac.
Disk Utility, which is found in the "Utilities" folder in "Applications" and you can erase the drive and turn it into a Mac formatted drive. Select "GUID Partition Map" for the Scheme and "Mac OS Extended (Journaled)" as the format. If you want to use the drive under both Mac and Windows then select "ExFAT" as the format.
(If you are running High Sierra then you will need to select "Show All Devices" under the "View" pop up at the left of the window to see the physical drive.)