If no vital files were deleted accidentally then the memory card, or certain files on it used by your player, may have simply become corrupt, causing the readability problem. Switching off the player when its still reading or writing files to memory, the player attempting to read or write whilst very low on battery, or simply age/frequent use, can all play a part. You may be looking at re-formatting/deleting all, in order to try and get it to work again, if your current player has become corrupt and does not use memory cards (that you can remove-eg mini or micro sd cards).

If your player does use memory cards, you should be able to use its card with a usb card reader connected your pc, to attempt to read its content. If you can read it successfully, and you dont have these same media files anywhere else, you may be able to copy them onto your pc temporarily. You could then re-format your memory card to the right file system (using your mp4 player preferably if the option is there), and finally transfer your media files back to the card using your usb card reader once again. You may also be able to recover corrupt or deleted files from it using a tool such as Recuva (freeware).