Android doesn't support NTFS file system. If the SD card or USB flash drive you insert is NTFS file system, it won't be supported by your Android device.
Android supports FAT32/Ext3/Ext4 file system. Most of the the latest smartphones and tablets support exFAT file system.
Usually, whether the file system is supported by a device or not depends on the devices software/hardware.
Please check the file system your device supports.