OK! You are right! In this case, you'd better not format it blindly before you figure out the problem.
Do you have data backup?
If you do, you could directly format it for fixing the problems. It always works in many similar cases.
Buy, if you do not have one, you'd better pick out the inner memory card soon in case of data loss.
And then, plunge this card to your computer and download a memory card data recovery application to help your out.
The "not formatted error" problem is not erasing your saved data yet. It only becomes inaccessible. So, a data recovery program could help you make them visible again.
Here are some memory card data recovery freeware that could help you: Tecuva, TestDisk, iCare Data Recovery Free and Power Data Recovery... You could take chances with them.
Note: You should never forget to make data backups in the future.
There was an error on my android phone. So, I plunged it to my computer and received a message saying: "This is not formatted. Do you want to format it now?" But, my newly made photos are still saved on the memory card. How come I just format it? Do you have any idea to save my photos back before the formatting? Thanks!