Fail to open copied file from phone

Hey, I am just bought new sandisk 16 gb sd card. And I installed it in my phone. At first, everything is normal, I copied some of my files from phone to sdcard. And the files is successfully opened in sd card. But after a few days, I copied video to sdcard from my phone . It successfully copied,but when I tried to open it. The video won’t work and the video player said “Can’t play this file”, I am so confused because when I opened the video from my phone it worked normally.
Not just video, my pdf file also won’t opened after I copied it to sd card, it says “Documents is not in PDF format” when I tried to open it.
All of my files that I copied into the SD card have the same size with the real one in my phone. But after I reboot my phone, the files in sd card become 0 bytes.
Please I need some help and solution with this problem.