Mac OS X Mail: What is a winmail.dat attachment?
You may wonder what winmail.dat attachments are--attachments that Mail displays with a "question mark-over-text" icon.
Mail, Microsoft Outlook, Microsoft Exchange Client
The attachment means the email was sent from a Microsoft email application (such as Outlook and the Microsoft Exchange Client) and includes rich text information--how fonts, colors and specialized attributes such as underlining or boldface should appear in the email (the attachment doesn't appear in Outlook but does appear in Mail; it may appear in other email applications as a MIME section named "application/ms-tnef").
Avoiding these attachments
To avoid seeing these attachments in the future, you ask the sender to deselect the email's "Send to this recipient in Microsoft rich text format" checkbox or preference setting in mail client before they send the message.
For more information please see this Microsoft support document.