First off, you haven't given us the name of the file and its extension. That is necessary to even venture a guess at the type of file it is. That said, files are often mislabeled as to their correct extension
(ie: many .avi files are labeled .mpg). What matters most is what application and device you are using to play the video. If you are plugging a flash stick into a smart TV and expecting to play the video, you are more likely than not going to be disappointed. The few that do play video from remote sources usually only accept one or two specific types. You are better off with trying to play it on a regular PC. Even there, some media players fall far short of the mark in what they can accomplish. If you want a player that can play almost anything, Google VLC media player. It is free, but be careful during the install, since there are some "extras" it tries to sneak in that you don't need. Just decline, or skip, or de-select those annoying add-ons. If the file is so esoteric that the basic VLC media player won't play it, you can add additional codecs (decoders) with the free K-Lite Codec pack. Just Google that as well. Download the "full" version; only developers need the MEGA one. Install that, using default selections, and try again. If it still won't play, chances are it's a corrupt file.
VideoLAN Official page for VLC media player the Open Source video framework
Download Lite Codec Pack