I have an external drive - WD My Passport FOR MAC. I want to format it to work on both mac and windows. Which format do you think I should use? Will either one cause damage to the files on the hard drive?

I have an external hard drive - WD My Passport FOR MAC. I want to format it to work on both mac and windows. I also want to be able to connect it to my TV and watch movies.
I read up and I think I am supposed to use exFAT or FAT32? I also saw MS-DOS. Which format should I should use? Will any of them cause damage to the files on the hard drive?
My little memory stick uses MS-DOS and it works on both mac and windows.
Please can you just tell me a little about each and suggest which one to use.
I know how to change it once you tell me so don't waste your time writing about changing it.

Will any of them cause damage to the files on the hard drive?
WARNING: FORMATTING A DRIVE ERASES IT COMPLETELY !!
If you need to carry large files (e.g., larger than about 4GB) back and forth, you may need ExFAT. Otherwise MS-DOS works for smaller files.
The Mac can Read, but not write Windows New Technology File System (NTFS) without an add-on program such as Paragon NTFS.

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