STM32 - SD CARD USING FATFS
You will get a return code FR_NO_FILESYSTEM if a file system does not exist (LINK). Just format the SD card and it should be fine. I'm assuming you're using Elm Chan's free implementation of FAT. 

More fun stuff:
If you go deep enough into ff.c you can see we call check_fs() inside find_volume(). It is in check_fs() we check if the SD card or flash or any memory has a FAT file system. We need a file system to mount a disk.
You can use f_mkfs to format a system into FAT. (LINK)