When downloading data off of Socrata, one of the most common tools used for analyzing the data is Microsoft Excel. Microsoft Excel has a character limit of 32,767 characters, you can read more about this limit here.
However, Socrata datasets sometimes will contain cells that exceed this character limit. In the case that a cell exceeds the limit, Excel wraps the text down to a new line rather than losing the data. This can make it appear that the download of your data is corrupted.
In these cases, it is recommended that you open the file using a text editor or another program (such as Sublime Text or Notepad++) that does not have the same limits.