Sound slink you should have tapped somewhere on the screen when eth emssage showed up.
Apart from that, a system SdCard doesn't exist unless you nominated it to be Internal Storage. Di you?
If you didn't, remove the SdCard, slide it into a carrier and connect it to your PC or laptop. Cut everything from it then Paste it all into a folder on your hard disk then format it into the FAT system in Control Panel>Administrative Toosl>Computer Management>Disk Management.
Put it back into the Android device and see if that message shows up again.