On the last computer that you plugged it into, was it a Windows PC? If so, then that might be the reason. The Macs want to work with an iPod that's formatted HFS, while the Windows PCs want to work with one that's formatted FAT32 (like most USB flash drives are).
You can, but you would have to let the Mac format it in the format that it understands (HFS).
I think there might be a tutorial in the HOWTO & FAQs section that tells you how to move the iTunes Library from one machine to another. It should work even from a PC to the Mac. Take a look in there and let us know if you find it and if so, if it works.