When a new file system (ie. removable media device) is introduced in Windows, it is automatically mounted and assigned a drive letter, from which it is accessible until it is removed. Microsoft has us spoiled.
On Linux, file systems (devices) need to be mounted before they can be accessed. It is an extra step, any way you look at it, so just consider the fact that, this way, you have a great deal of control over the entire process.
It is true that most devices can be mounted from the GUI, so let’s briefly cover that option before jumping into the command line.