The Segment Anything Model (SAM) is the first foundation model for general image segmentation. It designed a novel promotable segmentation task, ensuring zero-shot image segmentation using the pre-trained model via two main modes including automatic everything and manual prompt. SAM has achieved impressive results on various natural image segmentation tasks. However, medical image segmentation (MIS) is more challenging due to the complex modalities, fine anatomical structures, uncertain and complex object boundaries, and wide-range object scales. Meanwhile, zero-shot and efficient MIS can well reduce the annotation time and boost the development of medical image analysis. Hence, SAM seems to be a potential tool and its performance on large medical datasets should be further validated. We collected and sorted 52 open-source datasets, and built a large medical segmentation dataset with 16 modalities, 68 objects, and 553K slices. We conducted a comprehensive analysis of different SAM testing strategies on the so-called COSMOS 553K dataset. Extensive experiments validate that SAM performs better with manual hints like points and boxes for object perception in medical images, leading to better performance in prompt mode compared to everything mode. Additionally, SAM shows remarkable performance in some specific objects and modalities, but is imperfect or even totally fails in other situations. Finally, we analyze the influence of different factors (e.g., the Fourier-based boundary complexity and size of the segmented objects) on SAM's segmentation performance. Extensive experiments validate that SAM's zero-shot segmentation capability is not sufficient to ensure its direct application to the MIS.