If you are like me, you are getting more and more spam with little in it but a request to open a file. There's two reasons for this. First, the less text, the more likelihood the spam will get past spam filters. Second, the opening of that file will potentially infect your computer with any number of problems. For example, if you open a PDF file, this page - -- PDF Security Issues -- describes some of the problems that could occur. Here's a snippet from that page:
This is for PDF files. Similar things can happen with other files that can launch actions or embed files.
If you don't know the person sending you the email, don't open the file, even if you are curious. Just delete it.