In Finder / Preferences / Side bar, try unchecking / checking again the "External Disks" tick box.
If not solved :
- Relaunch the Finder (/Force Quit/Finder, Relaunch)
If not solved :
- Test in another account.
If it works in another account, you will have to delete a preference file in your account :
~/Library/Preferences/com.apple.sidebarlists.plist