Some users of the D800 are reporting problems when using certain CF cards with the Nikon D800. When inserting an incompatible card into the D800, the camera will give an error (CARD ERR). The D800 will not be able to read or format incompatible cards. Most of the compatibility problems seem to occur when using off-brand or cheap CF cards.
The Nikon D800 manual has a list of cards that have been tested and approved for use in the D800 (page 435). To assure compatibility, use a CompactFlash card from Sandisk or Lexar. These cards are approved by Nikon and chosen by professionals for their reliability.
Some CompactFlash cards reported to cause errors with the Nikon D800:
Kingston Ultimate 16GB 600x CF card
Kingston Ultimate 32GB 600x CF card
Kingston Ultimate 32GB 266X CF card
Duracell High Speed 32GB 600x CF card
ProMaster UltraMax 16GB CF card
Hama High Speed Pro 8GB CF card