A 32GB microSDHC card should work just fine. I've used them quite a bit in my Surface RT.
First, try removing the card, waiting a few seconds, and then reinserting it. Try it a few times, making sure you're inserting the card in the right direction, and that you're giving the Surface RT enough time to recognize it.
If it still doesn't work, you probably have a bad card. You should exchange it for a replacement from the place you bought it.
Also, if you bought it online and the price seemed very low, it might be a counterfeit card. If you have a card reader on your desktop PC, download a free program called
H2test and let it test the card. It lets you know if the card has been tampered with or has been misrepresented.