You will have massive troubles as many others have (which you will find out about this problem if you Google a bit).
First of all - have you checked that the slide lock on the side of the SD card is NOT set to LOCK - because if it IS set to LOCK then the SD card becomes write protected - it's that simple.
Now if the LOCK is NOT set and you are not to concerned about any data already on the card then:
a) you can try formatting it in a computer E.g.: in Windows if it is detected (which may or may not work - but more often than not will not work)
b) If formatting it doesn't work it in computer then you may be able to format it using GParted or another Linux live boot distro (which is often successful)
c) the memory card is corrupted
Please try a), if that doesn't work then let me know if you would like instructions/assistance on how to proceed with b), and if c) then look for the nearest garbage bin unfortunately.