Hi, Ashsey,
It looks like your import failed, but there are things to try. The first thing is to make sure that you are following the correct procedures for importing from a file based camera. This link will take you through the steps.
http://help.apple.com/imovie/mac/10.1/#/movbc953953e
The above link also will contain a link that will take you to Apple's list of supported cameras. Click on it and verify that your camera is on the list.
Instead of importing directly into iMovie, try importing into the Photos app instead. Just plug in your camera to your Mac or insert your SD card and then open the Photos app. Your camera's name, or SD Card, should appear in the Photos sidebar under devices. Click on the name and the import process should begin.
Or, you can import directly onto your hard drive by using the Image Capture app on your Mac.
Hope this helps.
-- Rich