If you receive an email message sent from a Microsoft email app such as Outlook or Microsoft Exchange, the message might include an attachment with "winmail.dat" in the name. The attachment doesn't appear in the Microsoft email app, but it does appear in Mail, and in other apps it may appear as a MIME section named "application/ms-tnef."
This occurs when the sender composed a message that includes additional information about text attributes such as font, color, boldfacing, or underlining. To avoid seeing these attachments in the future, ask the sender to turn off the option in their email app to send the message in Microsoft rich text format. More information is available in Microsoft's description of the Transport Neutral Encapsulation Format (TNEF).