If you receive an email with an attachment called winmail.dat this mail is probably sent by someone who uses the Microsoft Outlook Rich Text Format (RTF) format for the message. This works without 'side effects' if the recipient of the message also uses Microsoft Outlook.
However, if this email is sent to someone who does not use Outlook, a Winmail.dat file as an attachment will be added to the message (this file generally contains no useful information other than the RTF format).
To correctly receive this message, the sender of this message must convert the format of the message to the 'Plain text' or 'html' format.
In Classic Outlook, you can do this by clicking ‘File’ > ‘Options’. Then click on ‘Mail’ and scroll down to ‘Message format’. Now, next to ‘When sending messages in Rich Text format to Internet recipients’, select either the first or second option (HTML or plain text).
In New Outlook, you cannot select RTF, and the option is always set to either HTML or plain text.
More information can be found on Microsoft's website.