There’s a good chance you’ll want more storage than what your console includes, and all consoles allow you to get more space. How you’ll do it depends on your console of choice.
PlayStation:
Sony’s PlayStation 4 includes a 500 GB internal drive. Sony doesn’t allow you to connect an external drive to your PlayStation 4 via a USB cable. You can actually upgrade the internal drive. This involves removing the internal 500 GB drive and installing a new drive in its place. Sony uses standard 2.5-inch SATA drives for this. You can pick up a standard mechanical drive and swap it out to get terabytes of storage.
Xbox:
The Xbox One also includes a 500 GB internal drive. You can’t upgrade the internal drive, but you can now connect an external drive. You can connect up to two external drives at once. Buy an appropriately high-capacity USB 3.0 external drive, plug it in via USB, and your Xbox will help you set everything else up.
Wii:
Flash Drives won't work with the Wii, you need an SD card.
Technically an SD card is a flash drive. It is flash memory. You can store lots of games on SD cards. When you pop in an SD card there will be an SD card logo on the bottom right corner and you can click on that and it has a menu of the games on your SD card and then you can pick one and play off of it. It works fairly well. My 8GB card has like 60,000 blocks on it which is plenty of storage.