Connecting 10 TB hard drive to Roku player

I've heard of 8 TB working OK, but I can't say how the drives were formatted.

More importantly is if your media is acceptable to a Roku player. The container has to be MKV/MP4/MOV/TS/M2TS. No other container is supported. And the codecs within the container must also be supported. For video that means MPEG2/H.262, AVC/H.264, MP4, and if your Roku is 4K capable HEVC/H.265. For audio, you have a few more supported codecs: AC3/DD, DTS (but only to passthrough from an MKV/TS container to a supporting AVR), AAC (2 channel only which is converted to PCM) or LPCM. There's some additional less common audio codecs as well, plus some additional caveats. See this page for more complete support information.

Unless you're completely certain your media is all supported, you might consider instead using a media server on a computer or NAS, and stream the media across the network. Plex and Emby both offer free servers, and have dedicated channels for Roku devices. There's also DLNA servers like Serviio that can be used with Roku Media Player. That's what I use, and I also wrote the profiles that ship with Serviio for Roku devices.