This is a common issue with Lumia phones especially in Lumia 520 phones, when you insert any MicroSD card the first time, maybe you will face this problem. So the reasons behind this issue can be Micro SD card not formatted properly, maybe memory card is physically damaged, maybe the card is dead etc.
So all you need to do is at first insert card in other phones or try to access in PCs and if it works in other phone or PCs than a check if it passwords protected, if yes then delete the password and format the card. Remember Windows Phone Support only default file format which is FAT32, so you must format in the FAT32 file system.
Now Insert the card in the phone after removing the password. If it still doesn’t work connect your Micro SD card to PC using the card reader and again format but this time you must format the card thoroughly by unchecking the option “Quick Format” and as I said file system must be FAT32.
This might takes bit more time than quick format but it works most of the times so wait till process complete. After finishing the format process insert your MicroSD card in your phone and it will work for sure.
