What is claimed is:1. A method for forming a semiconductor memory structure, comprising:forming a pillar structure over a dielectric layer, wherein the pillar structure comprises a first conductive layer, a second conductive layer and a data storage material layer between the first conductive layer and the second conductive layer, and a sidewall of the first conductive layer, a sidewall of the data storage material layer and a sidewall of the second conductive layer are exposed;performing an oxygen-containing plasma treatment on the pillar structure to form hydrophilic surfaces of the sidewall of the first conductive layer, the sidewall of the data storage material layer and the sidewall of the second conductive layer; andforming an encapsulation layer over the pillar structure and the dielectric layer,wherein the encapsulation layer is in contact with the hydrophilic surfaces of the sidewall of the first conductive layer, the sidewall of the data storage material layer and the sidewall of the second conductive layer.2. The method of claim 1, wherein the oxygen-containing plasma treatment comprises at least one material selected from a group consisting of N2O, O2, O3 and H2O.3. The method of claim 1, further comprising forming a nucleation layer over the sidewall of the first conductive layer, the sidewall of the data storage material layer and the sidewall of the second conductive layer by the performing of the oxygen-containing plasma treatment, wherein the nucleation layer comprises the hydrophilic surfaces.4. The method of claim 3, wherein a thickness of the nucleation layer is between approximately 5 ? and approximately 10 ?.5. The method of claim 3, wherein the nucleation layer comprises a first portion over the sidewall of the first conductive layer, a second portion over the sidewall of the data storage material layer and a third portion over the sidewall of the second conductive layer, wherein the second portion comprises a material different from a material of the first portion and a material of the third portion.6. A method for forming a semiconductor memory structure, comprising:forming a pillar structure over a first dielectric layer, wherein the pillar structure comprises a first conductive layer, a second conductive layer and a data storage material layer between the first conductive layer and the second conductive layer;performing an oxygen-containing plasma treatment on the pillar structure to form a nucleation layer covering the pillar structure and the first dielectric layer; andforming an encapsulation layer over the nucleation layer,wherein the nucleation layer comprises a first portion over a sidewall of the first conductive layer, a second portion over a sidewall of the data storage material layer and a third portion over a sidewall of the second conductive layer, wherein the second portion comprises a material different from a material of the first portion and a material of the third portion.7. The method of claim 6, wherein the first portion and the third portion comprise a same material.8. The method of claim 7, wherein the first portion and the third portion comprise hydrophilic surfaces.9. The method of claim 6, wherein the nucleation layer has a consistent thickness.10. The method of claim 6, wherein a thickness of the nucleation layer is between approximately 5 ? and approximately 10 ?.11. The method of claim 6, wherein the oxygen-containing plasma treatment comprises at least one material selected from a group consisting of N2O, O2, O3 and H2O.12. The method of claim 6, wherein in the forming of the pillar structure further comprises:forming the first conductive layer, the data storage material layer, the second conductive layer and a hard mask layer over the first dielectric layer; andpatterning the first conductive layer, the data storage material layer, the second conductive layer and the hard mask layer to form the pillar structure.13. The method of claim 12, wherein the nucleation layer is in contact with sidewalls of the hard mask layer and a top surface of the hard mask layer.14. The method of claim 12, further comprising:forming a second dielectric layer over the encapsulation layer; andremoving a portion of the second dielectric layer, a portion of the encapsulation layer, a portion of the nucleation layer and the hard mask layer to expose a top surface of the second conductive layer.15. A method for forming a semiconductor memory structure, comprising:forming a pillar structure over a first dielectric layer, wherein the pillar structure comprises a first conductive layer, a data storage material layer over the first conductive layer, a second conductive layer over the data storage material layer, and a patterned hard mask layer over the second conductive layer;performing an oxygen-containing plasma treatment on the pillar structure to form a nucleation layer over the pillar structure; andforming an encapsulation layer over the pillar structure and the first dielectric layer,wherein the nucleation layer comprises a first portion over a sidewall of the first conductive layer, a second portion over a sidewall of the data storage material layer, a third portion over a sidewall of the second conductive layer, and a fourth portion of over a sidewall of the patterned hard mask layer,wherein a thickness of the fourth portion is different from a thickness of the first portion, a thickness of the second portion and a thickness of the third portion.16. The method of claim 15, wherein the thickness of the fourth portion of the nucleation layer is less than the thicknesses of the first, second and third portions.17. The method of claim 15, wherein the oxygen-containing plasma treatment comprises at least one material selected from a group consisting of N2O, O2, O3 and H2O.18. The method of claim 15, wherein the first portion and the third portion comprise a same material, and the second portion comprises a material different from the material of the first portion and a material of the third portion.19. The method of claim 15, further comprising:forming a second dielectric layer over the encapsulation layer; andremoving a portion of the second dielectric layer, a portion of the encapsulation layer, a portion of the nucleation layer and the patterned hard mask layer to expose a top surface of the second conductive layer.20. The method of claim 19, further comprising:forming a third dielectric layer over the pillar structure and the second dielectric layer; andforming a via in the third dielectric layer.