I tried with 2 sdcard (4gb and 8gb) and they become corrupted after beeing formatted by the Nano.
Then I bought a new one (32 GB).
It was already formatted (vfat) and was recognized directly by the Nano.
Thinking of doing well, I formatted it using the Nano's web GUI.
!! ERROR !! I got back in the same situation as my 2 previous sdcard.
I spent a lot of time trying to recover a valid partition table with fdisk, gdisk and gparted.
Finally I formatted the card in ext4 with my Linux computer (only one partition, without swap).
Now it works.
The quick response is: DO