photos and video getting wiped out

Can any body tell me about photos and video getting wiped out, on thumb drive?? I had this happen on a Hard drive an a thumb drive. That use to be on my old pc. Dose the mac reformat the drives? Is there any way for me to put a thumb drive from a pc , into a mac with out it getting deleted???

Nothing should automatically be wiped out. What are you doing exactly?

I put a thumb drive in the usb port into my macbook pro. (to watch a video) Looked for it and it was gone.