What you have is a B-spline with some bad data, generally a singularity or 'sharp corner', which is considered an invalid condition for a B-curve. Now as to where this B-spline came from, I suspect it came from some external source (IGES, STEP, etc.) but there is also a small chance that you may have gotten hold of a VERY old Unigraphics part file (pre-V10.0) where the old cubic-splines could be created with sharp corners. Note that today it's almost impossible to create a B-spline inside of NX with any sort of singularity, which is why I suspect that this data came from some external source.
Now first, in order to find where the problem exists your best bet is to do an Information -> Object... and use the 'Select by Name' option entering the name 'SUSPECT939' and then hit 'Select all' and then OK. In the listing that gets generated, there should be some data about the problem contained in this SUSPECT939 attribute value. As to what you can do, there is no practical way to fix the bad spline, but you can extract the knot points and from that create a new spline. It's also possible that using the Insert -> Curve from Curves -> Join... might also get you a usable result. Also Edit -> Curve -> Smooth Curve... might be another approach to look at.
Anyway, you will need to do something because these curves can't used to create models such as surfaces or solids and get usable results. Even you managed to reuse the curve as is, it would eventually cause problems, which is why we flag them when they are detected.
So I hope that helps and let us know what you uncovered.
John R. Baker, P.E.
Product 'Evangelist'
NX Design
Siemens PLM Software Inc.
Cypress, CA