Check the file extension
Identify the file type with a file info tool
Open it with the program that matches the file type
Try a text editor if it may be a text-based file
Try a media player if it may be audio or video
Try an archive tool if it may be compressed
Rename the extension only if you are sure of the file type
Use online file identification tools
Scan the file for malware before opening
If it still will not open, ask the sender for the correct format