On a phone I have no idea, I'm not a phone person. But if you transfer it to a pc you'll be able to see the .extension like file.mp4 or file.flv
My guess is that it's in a file format that whatever app on your phone you're trying to play it with cant play that file type (so I'm assuming it's an flv file) so either check the app store for vlc which plays 99% of things or if you transfer it to the pc you can use ffmpeg (you might need to download it and install it) and open a cmd window and run
Code:
ffmpeg -i the_file_path_to_the_video.flv -c copy the_file_path_to_save_it_to.mp4
and then it will convert it to an mp4
or you could use handbreak (I think it supports flv) to convert it that way.