Try another sd card or try to format the existing card, could be that the card is formatted with wrong file system that Zoom doesn't support. There should be something like Format SD card in H4 menu.
Maybe the sd card socket is dirty. Or maybe the card you are trying to insert is too big (I mean you try to insert 32gb card, but the Zoom supports only up to 16gb. Just a guess, I don't really know how much Zoom supports.)