It seems there is something wrong on your SD card. (you did have one on your phone, right?) If you have a file manager app on your phone, open it, and see whether it can detect the SD card. If not, then it may mean the contact between SD card and phone is not good.
Go to Settings> Storage, see if there is an option to mount/unmount SD card.
Here is the FAQ about media download problem of WhatsApp: https://faq.whatsapp.com/en/android/20971773