@Unruly01 Hi and welcome to the forum 
I am assuming this is the directory you select inside Steam right?
I guess you are trying to use an external drive like an USB-Stick?
How did you prepare that drive before use?
(Because a blank drive can not be used before preparations)
Can you provide the output of:
findmnt --target /run/media/theo/Games
Then post that output, between code blocks, in your reply.
(To make it look like i did above.)