This indicates that the file just can not be played, at least not by your media player. Most commonly this is a broken link passed to the player as a media URL. In Poodll's case, such a broken link is most likely to occur when then original file was not uploaded correctly, or has not been converted to MP3/MP4.
If none of the activity or plugin type's recordings are working, then this will be a configuration error. In that case check the activity and plugin settings are set to convert to MP3/MP4.
If this happens to the occasional recording, then probably users are leaving the page before the recording has been uploaded. Check quiz time limits, the recorder type and the activity instructions for ways to reduce the chance users leave the page without uploading.