So I wanted to play around with some volume files so I found several free VDB files on the web. Any time I tried to load a sequence, i.e. an explosion or fire, it just says "Size: empty" and nothing loads at al. From what I've read I just need to select the first file of the sequence, but nothing worked. I tried to load one of the frames and had the same error.
The solution was to delete the first first frame that was significantly smaller than the rest. I assumed this file had the "instructions" to load the rest. After I deleted this file or moved it out of the folder, the VDB sequence loaded as expected.
Hope this helps anyone else stuck on this.