windows 10 system image

Hi folks, I am not tech savy at all and need help.  I just bought a microsoft surface pro 4 and a sandisck ultra 128 gb. I tried to create a system image and windows 10 said the ultra needs to be NTFS. So I reformated it to NTFS.  Now windows 10 says this ultra is not suitable for a system image.  Does anybody know why I cannot used the Ultra to make a system image?  Thanks oh thanks. 

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generally the sandisk drives are not really suitable as bootable drives or system images. I recommend using a windows to go drive that will perform faster and better as a bootable drive and system image backup device

you can find these drives online

Thank you so much for the reply.  I thought it was something I was doing wrong!