Why is finder asking to authenticate when copying to my external hard drive?
@bret7600 correctly pointed out in a comment that this is not an external hard drive. The external drive showed up in the Finder when I originally installed it but it went away after I clicked what I thought was a dropdown menu. I then proceeded under the assumption that the object that remained was what I was really looking for.

I had to reinstall the external drive by plugging it in to my USB. I could work on it successfully after reinstallation.