So this was a little bit more annoying than I expected because of step 3.

Note that this is just a guide on how to encrypt some random disk connected to your PC for whatever reason. If you want to boot from it or something more elaborate go to the wiki.

  1. Unmount the disk, use gparted or whatever to find out the disks letter.
  2. Run this on target disk: sudo cryptsetup luksFormat /dev/sdx and set the password
  3. Mount it manually to /dev/mapper/foo using sudo cryptsetup luksOpen /dev/sdx foo
  4. Now that you can see inside the encrypted whatever thing, you have to make a file system in there as well: sudo mkfs.ext4 /dev/mapper/foo
  5. Unmount it so you can propely test if it works\

Now thunar or whatever other file manager, disk utility or assorted OS tools you use should be able to identify your encrypted disk, ask for password when you click on it, and mount it so you can use it.

Also you might wanna run chown on it so you can actually use it from your regular user account.