If you play the file by dragging and dropping, pause or stop it, then:
- go to play-list,
- right-click on the problem file, and
- click
Information...
The Codec
tab will tell you what kind of file it is, and you can now exit and rename the file to add an appropriate extension.
Don't convert the file! This will take time and degrade the quality. If you don't know what the appropriate extension should be, rename it to FileName.vlc
and associate this extension with VLC (any unused extension could be used, but this one is unlikely to be used by anything else).