Remove the micro-SD card. It can be stiff at first but will loosen up over time. Some people have used tweezers.
Try reinserting the micro-SD card. Alternatively, insert the card into the included micro-SD card reader and your host computer (Windows/Unix/OSX) to ensure that it can read the card.
If the host OS can read the card, re-insert it back into the USB Rubber Ducky and try again.
If the host OS can’t read the card, you may try re-formatting the card (FAT), or simply try another micro-SD card.