Cannot format android phone SD card

These days, my Samsung android phone micro SD card just kept asking to format before any access. However, considering about the safety of some messages, contacts and photos stored inside this SD card, I did not format it and try it on my PC, but, got the same not formatted error warning problem. So, I did format it and windows say it was not able to compete format it? Do you know anything about such Windows unable to complete format error issues? Is it proper for me to do a format there? Thanks for any help.