What type? 2.5" or 5.25"? Rotating HDDs should have their own power source, not every RPi power adapter delivers what it advertises.
Also, USB2.0 on the RPi3 has only limited output power.
2.5" WD 2TB Elements Portable External Hard Drive HDD WDBU6Y0020BBK-WESN. I guess its a power issue but I would think Kodi would tell me if a device was removed unsafely