Thanks @eddo. Changing SCP by SFTP worked for me too.

@kujon: This is easy and absolute solution for this type of WinSCP error. Awesome.

If you are using WinSCP, please uncheck the SSH > Authentication > Attempt authentication using Pageant for the login session by editing under Advanced.
Retry.

@kujon: Perfect, that did the trick for me.

I got the error "error skipping startup message" due to this (as shown in log file):

I received the same error. It was caused by expired password on the target server.

@eddo: This worked like a champ. Thanks for the post with a solution.

Some Linux machines can't act as server (FirePower sensor) though, you can't use GUI SCP. Instead you can copy from the CLI.

Or you can simply login to Checkpoint GW via SSH and put this command in (in expert mode):

;)

@magesh: Thanks, that works for my checkpoint! ;)

@MajorRedbeard: Where did you have "SSH" selected? You cannot switch between "SFTP" and "SSH" in WinSCP. Can you show us a screenshot?

I got this error after importing sites into a new machine, and after failing to log in several times, I checked the settings. I saw it was set to SSH, rather than SFTP, as intended.

I switched that and it's working as expected now.

You probably in the clish mode that's why its not letting you download in the bash.
Login in to the GW under user management > users > unlock the screen from above
For example if you use admin account double click the admin there you can change the shell to /bin/bash

Now go to your WinSCP and download...!!

There we go..!!

@Jack.H: This is documented here:
How do I change user after login (e.g. su root)?

@Guest3: Thank you! That's exactly the problem I had on Google cloud instance... just need to specify !requiretty in /etc/sudoders

I received this error when I used:

I resolved in this way

For:

Error skipping startup message. Your shell is probably incompatible with the application (BASH is recommended).

I found that our problem was the user was using SCP and sudo, and that sshd required a TTY in order to perform this action.

See Error skipping startup message. Your shell is probably incompatible with the application (BASH is recommended)

My problem was that the user password on Linux machine expired (I have it set up to expire on 90 days) and the shell didn't start.

I get this error:

Error skipping startup message. Your shell is probably incompatible with the application (Bash is recommended).

Connection has been unexpectedly closed. Server sent command exit status 0.

I then noticed my user was an FTP user and did not have shell access. This took me a while to figure out and I am reporting this here for users in the future. I may still have issues because I have to wait until shell access is granted before I can test this again.