Minimum is to unselect the option 'Quick Format' (done via card reader), otherwise it's pointless. For a complete check it's advisable to fill the card completely and verify the content (e.g. hash tools). Any errors here will indicate serious problems, best to replace the card.
Most dramatic looking errors have very simple reasons Also, it's not wrong to assume that errors in the core components of the camera are less likely than in all the other components around and in your workflow (card reader, computer, etc). These external components are easy to swap (e.g. check with a friend's computer, card reader; use a different memory card) and in the course of it the root cause can be found.