Ok everybody, I'm terribly sorry to waste your time, but it seems that MrWalkman's reply might've pointed me in the right direction and made me realise what the problem here is. So the player was second hand. And it did already have music on it. And it was in an Asian language (probably not even Japanese). I just accessed it on my computer and it was all in that same language. I've now removed it all.
So I tried inserting my micro SD again and realised I hadn't been inserting it properly previously. I didn't realise because everything was just in that Asian language, so I thought it was all my music I was looking at. I never actually tried playing anything.
So I've now inserted it properly and it's creating a database (does it go through this whole process every time you remove and reinsert it?), and I'm very hopeful everything will be in English when it's ready.
Again, I'm terribly sorry for all the fuss over my own stupidity. Spare a thought for me. I wasted about half a day on this crap, hahaha.