Hi, WD2Go only supports the videos that the device supports natively, so check if you are trying to play supported files. The files that are not supported will have a question mark icon.
The other option would be to copy the files to the phone memory and then use another Media Player that has support for the file, but that would defeat the advantage of just streaming the files. Unfortunately I don’t have any names, but there should be some programs that allow you to select all the videos that you would like to convert and do it automatically, with the help of Google you should be able to find several options.