Sometimes, after I want to convert and combine some jpg to pdf, it appears an error such as 'Adobe Acrobat could not open *.jpg because of unsupported file format or dammaged Mail attachment'.
If you are working with Adobe Acrobat DC and willing to convert the .jpg file to .pdf, then you are at right place. It just your method seems to be incorrect.
Acrobat is a .pdf file format supported software. So how does it going to open .jpg file? To convert .jpg you dont need to open your image in Acrobat. What you need to do is-
Open Acrobat go Tools>Create PDF>select the .jpg file >Create