Any Select query fails with the following error.
Msg 106000, Level 16, State 1, Line 1
Java heap space
Illegal input may cause the java out of memory error. In this particular case the file was not in UTF8 format. DMS tries to read the whole file as one row since it cannot decode the row delimiter and runs into Java heap space error.
Convert the file to UTF8 format since PolyBase currently requires UTF8 format for text delimited files.
I imagine that this page will get quite a few hits over the years, as there currently exists limited information on how to solve these issues if you run into them, and some of the error messages (especially the one quoted above) have nothing to do with root causes.