While it is technically possible (using the force flag) to create a filesystem that occupies a whole device, other than on some USB keys this is a very unusual (and discouraged) thing to do.
What is expected by
mkfs is that you create a partition table first.
On the command line you can use:
parted - for an all-in-one partition and formatting system
fdisk - for old MBR-type partition tables (limited to 2TB per partition)
gdisk - for newer, larger GPT partition tables
If you prefer to use a GUI there's:
gparted (as long as you're not making special filesystems like exfat)
All of these programs will prompt you to create an empty partition table first, which you then add partitions to. If the application doesn't format the partition for you, then you can use
When you have a partition table with partitions in it, the partition will have a number. e.g.