If you receive an attachment labelled winmail.dat on your Mac, it means that the message was sent from Microsoft Exchange and that you were inadvertently sent the message in an internal format intended for Microsoft Outlook users. This is not something that the sender explicitly chose to do, but rather a hiccup that can occur occasionally

Apple provides information on how you can contact the sender to adjust their Outlook settings so this does not happen again:

However this is not always practical. Alternatively, there are a number of free and commercial OS X utilities intended to convert winmail.dat attachments to be readable on a Mac. Here is a sample free one: