I presume the drive you are referring to is an external drive, that connects to a computer via a cable, probably a USB cable. If it was formatted by the manufacturer for Windows it was probably formatted with a "file system" known as NTFS. My understanding is that Yosemite and other fairly recent versions of OS X can read files from a drive formatted in NTFS, but cannot write to such a drive unless special purpose third party software is installed.
Also, if the drive were to be reformatted to one of the file systems OS X can write to (e.g. FAT32 or HFS+), the reformatting process would destroy all of the data on the drive. That would occur with any reformatting of any drive, as far as I am aware.
Therefore there are two possible approaches:
1)Copy the music files to a different drive, then reformat the drive to either FAT32 (which could be done with a Windows computer, and I presume could also be done with a Mac computer), or to HFS+ (which could only be done with a Mac computer, as far as I am aware, at least if special purpose software is not installed on a Windows computer). Then copy the music files back to that drive.
FAT32 has the advantage of being able to be utilized by both Windows and Mac computers, without any additional special purpose software. It has the disadvantage of being less robust than HFS+, which is the file system Macs utilize on their internal drives. "Less robust" means, for example, that if an unexpected power dropout were to occur while the drive is being written to, data loss could occur. (NTFS is very robust, btw).
Also, FAT32 cannot support a file size (for a single file) of more than 4 gB (gigaBytes), which is typically a concern only if video files that are lengthy and/or high resolution are involved. I believe that the file size limits of both HFS+ and NTFS are large enough to not be a consideration under any practical circumstances.
2)Alternatively, install special purpose third party software into the Mac, that would provide it with NTFS read and write capability. One such program, which I have no experience with but which appears to be well regarded and easy to install and use, is Paragon Software’s NTFS for Mac, costing $19.95 for a one-computer license.
Hope that helps. Regards,