Use diskpart command line to initialize disk to GPT or MBR, or use Partition Expert to initialize Disk to GPT. But if you have data on MBR disk, you can directly convert MBR to GPT without data loss.
list disk > sel disk 1 > convert MBR
list disk > sel disk 1 > convert GPT
Click Initialize when new disk is connected
In the pop up window, choose MBR or GPT, and click OK, Commit
Right-click on the MBR Disk and choose Convert to GPT
Fix Initialize disk access denied problem in Windows 10