Lol! Okay, being serious sorry, single click on the puppet in the project panel then look over at the properties. The firs one is Path. That is where the illustrator file is. Trying opening that file directly from illustrator using File/Open. Maybe it will give a better error message...
@alank99101739 and others - are you able to open the Illustrator file okay? It works for me but I want to make sure it's not because I'm using an internal build...