I am sorry you have run into this issue. This is typically a sign of not having copied the link correctly or not in its entirety (if Mega does not recognize the link, it will throw up this error). The link itself is still functioning and does not require a key to decode it. Could you try again and make sure that all letters, numbers and symbols after the "https://mega.nz/file/" are included?
If this still does not work, I would be happy to help you further.