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The songs/mp3 files might be corrupted
Try this: settings > apps > all >walkman > clear everything > restart your phone > if you have the same issue then
Download a different music player and check if you have the same issue, if you do then your files are corrupted
Let us know how it goes
re-transfer the song with media go
Either the files are corrupted or your SD card is, my suggestion will be to first transfer the files with media go, if that doesn't work then reformat your SD card