micro sd shield with arduino mega 2560

Do not connect pin 8 to 53. Leave it alone. The others should be jumpered. Try this code

#include <SD.h>

void setup() {
  Serial.begin(9600);
  Serial.print("Starting SD..");
  if(!SD.begin(8)) Serial.println("failed");
  else Serial.println("ok");
}

void loop() {
}