If you want to format the CF card, be sure to copy over any files you want to keep.
Use your PC and a compact flash card reader to format the card.
Be sure to format the card as FAT32 with allocation size set to "4096".
The allocation size is important, so be sure to make this selection.
If you have an SD or CF card greater than 8GB, see this article for partitioning to smaller size:
https://alcornmcbride.zendesk.com/hc/en-us/articles/115000811286