[SPARK-18764][CORE] Add a warning log when skipping a corrupted file

## What changes were proposed in this pull request?

It's better to add a warning log when skipping a corrupted file. It will be helpful when we want to finish the job first, then find them in the log and fix these files.

## How was this patch tested?

Jenkins

Author: Shixiong Zhu <shixiong@databricks.com>

Closes #16192 from zsxwing/SPARK-18764.