It usually appears in a cross-platform synchronization and appears on Windows Agents. Basically means what it says - the peer that is supposed to download the files cannot do it because the file system does not support some of the symbols in the filename.
The best way to discover all the files mentioned in the error message, in case there are more than two, is to search through the logs on the agent in the Job run (Job Run -> Agents -> select agent -> Logs) for the file event "added". This will even show all the files that appear in the folder tree of the job, so all of them will have suspicious characters in the name.
File events must be enabledYour event log level should be set to "All" to ensure you receive file events.
There are two ways to fix it. Either will require to restart a Consolidation or Distribution job; or run folder scan on this agent for Sync job.
1) Rename the file on source. If possible, remove all the invalid symbols in its name.
2) Edit the Agent Profile and set parameter "Resolve filename system conflicts" to Yes. In this case the Windows Agent will replace the symbols with underscore (_) or create filename conflicts. The agent will also publish these events into the event log