There are many different video formats and some players will only play certain formats. Check which formats the player will play. Then look at the formats that it wont play.
If the player won't play those that it's supposed to, then you will have a problem. If it does play them and not others, then you need to remove those files it won't and get then converted to ones that can play on your player. There is free software available to convert files on a computer. But some might want to charge you for converting common file types.