Since the "file" in "file geodatabase" is to distinguish it from an RDBMS-based geodatabase, it's important to know that file geodatabase is not ever a single file (it's a directory with many files within [currently a minimum of 41]).
If you have a single file, then the provider (or somewhere in between) messed up. You can try renaming to "....gdb.zip" and trying to open that, but even if it doesn't fail, you really ought to go back to the provider for a correctly named file. (Part of this is Microsoft's fault, for trying to make file suffixes optional by hiding them by default.)
- V