The choices for Windows are much easier, because there's only one of them that makes sense for a database disk.
While generally deprecated at this point, it's still common for USB devices in particular to be formatted with the older FAT32 filesystem. Since FAT32 is not journaled, unclean shutdown requires running the
chkdsk utility to recover from. Due to this and the lack of security on FAT32 files, the PostgreSQL installer does not support installing a database cluster directly onto a FAT32 volume. However, it's possible to install onto this filesystem if you manually run the
initdb command after regular installation. However, this is not recommended for a reliable database configuration.
Microsoft's flagship filesystem ...