Please make sure the SD card is installed in your camera and it is not full (the camera will beep three times when the card is full).
Yi Action camera requires a microSD card with capacity between 16GB and 128GB with FAT32 format. We recommend to use a class 10 and above SD card.
We also suggest you to format the SD card manually via the App:
Connect the camera to the App and go to Settings > SD Card > Format SD card.