sg_start: command not found

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On CentOS possible default full paths are:

/usr/bin/sg_start - from package: sg3_utils

You may install the required package with command yum install {package}

On Debian possible default full paths are:

/usr/bin/sg_start - from package: sg3-utils

You may install the required package with command apt-get install {package}

Error in other languages:
sg_start: bevel nie gevind nie
sg_start: comandă negăsită
sg_start: comando não encontrado
sg_start: commande introuvable
sg_start: command not found
sg_start: käsku ei ole
sg_start: không tìm thấy lệnh
sg_start: komanda nerasta
sg_start: Kommando nicht gefunden.
sg_start: kommandot finns inte
sg_start: komut yok
sg_start: nie znaleziono polecenia
sg_start: níor aimsíodh an t-ordú
sg_start: no se encontró la orden
sg_start: no s'ha trobat l'ordre
sg_start: opdracht niet gevonden
sg_start: parancs nem található
sg_start: perintah tidak ditemukan
sg_start: príkaz nenájdený
sg_start: příkaz nenalezen
sg_start: команда не найдена
sg_start: командата не е открита
sg_start: 命令找不到
sg_start: コマンドが見つかりません