Nokia 5800 has an internal memory of 81 MB and comes with an 8 GB microSDHC memory card which is expandable up to 16 GB. As the internal memory is only of 81 MB, a memory card would really be useful to store the music tracks and videos. You can access the memory card from Menu -> Applications -> File Manager -> E: memory card. When you want to install any applications / games / music / videos select the memory card and not the phone memory. Having the phone memory clean will keep your phone fast.
The memory card slot is a hot-swap which means you don’t have to switch off the phone every time when removing the card from the phone.
When you press the switch on/off button at the top of the phone once, you can see the options mentioned in the screenshot below. Select Remove E: memory card, when you do this the phone will shutdown all the open applications which the card uses so that it will not affect the memory card. Now you can remove the memory card safely.