The reason you're getting this error is due to the file extension .XSLX Nintex RPA is not compatible with that file type. Can you try saving the same file as a .CSV, import, and see if it works properly this time?
Can you please confirm you've configured your Data Settings, as in this KB article here: https://community.nintex.com/t5/How-To-s/Activate-the-Data-Wizard/ta-p/98495
Editing to add @kbarton suggestion, so they are in the same post:
If you already have your Data Settings correct as @john_armstrong provided, you may need to repair your Microsoft Access database engine 2010 (English). I had a similar issue last week and repairing the database engine solved my issue.