Blue Question Mark for my External Hard Drive Icon? What does it mean?

Well I was just looking through some hidden files. And I noticed that my main drive (C:\) had a shortcut to my external hard drive (D:\) with a blue question mark. I am a little paranoid because I have no idea what this blue question mark on the external hard drive icon means. And I don't remember creating this shortcut. For someone reason I thought it was a hidden file at first, but it turns out that it is not a hidden file after all.

I thought the blue question mark signifies a drive that is not connected or a drive with an unknown location. So, I created a shortcut for a regular 2 GB flash drive just to see what happens. I did, and then I removed the USB flash drive to see if a blue question will show up for it. But it has not. It only shows on the properties window if I right click it and click properties.

Anyway should I be concerned? Does a blue question mark anything?

Like I said, I may be paranoid here, but I just want to be safe.

Here is a picture btw (the one with the blue question mark is my external HDD, the other one is a USB flash drive, both are disconnected):

My external hard drive still has all my data. I don't have it on this computer now, it is connected to my TV.

I already did a backup of all my pictures and documents on a USB drive. But I don't have another 2 TB external hard drive to back up my big stuff though.
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More about blue question mark external hard drive icon
  1. As the question mark suggests, to Windows it's an "unknown" device (device unplugged so the shortcut is invalid), and why are you creating shortcuts for external devices anyway? Windows automatically shows the drive icon in Windows Explorer when you plug the device in, and removes the icon when you unplug that device. That's how it's supposed to work. You don't create shortcuts for them, what's the point in doing that?

    I've got three external hard drives & two pen drives, I haven't created shortcuts for any of them. Pointless.
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