Generally, you format it from the get go to be safe, I don't know how overall necessary it is though. The PSP will also force you every now and again (for example, I had to format right away because I was using an adapter with two MicroSD cards). The brand people generally go with for pro-duo sticks and M2 sticks (the former is for 1k, 2k, and 3k PSP's, the latter is for the Go) is Sandisk. For the price and reliability, it doesn't get better.