Many folk are used to Windows so those storage spaces are like drive letters.

As to the " strange thing is that, there's no SD card in the device. " is that memory storage areas can be listed as such and it's just some flash chip on the motherboard. Since these cheap tablets can't have a rewrite of the OS to name such to avoid your questions, it falls out just like you see. A mess.

As to the SD card issue, try a new blank card. You can check the manual about formatting the card you have but some folk are blissfully unaware about how you can't be sure a card will work hear and there.