First, there are several certificate-request schemes (and formats) in use. Are you sure this file is supposed to be a CSR in the specific format supported by
req namely PKCS10/rfc2986 et pred?
Second, what is actually in the file? Is it actually in PEM format as described in wikipedia's second paragraph i.e. a five-dashes-BEGIN-something line, some base64, and a five-dashes-END-something line, and if so what exactly is the 'something'? Is it
CERTIFICATE REQUEST or
NEW CERTIFICATE REQUEST or something else? Is the PEM format exactly correct (no missing, altered, or extra characters within the lines of the PEM block -- extra lines before or after are okay)?
If the file is not PEM format, what is it? If it contains unprintable characters, use a hex dump or similar. If you don't recognize it, post it, or at least the first 50-100 bytes, for us to look at.