1st, Pictures that are "overly" large may cause video editing problems
Photo Scaling for Video http://forums.adobe.com/thread/450798
-HiRes Pictures to DVD http://forums.adobe.com/thread/1187937?tstart=0
-PrEl Crash http://forums.adobe.com/thread/973935
2nd, what is the source of the picture? (ie... which camera)
SOME pictures may be created with "malformed" file header information... the solution is generally to open in Photoshop and resave to fix the file header
3rd, Pictures must be RGB not CMYK (CYMK?) http://forums.adobe.com/thread/1081681
Along with John T's recommendation for RGB, the Images must also be 8-Bit. Please check your Color Mode (you want RGB), and also Bit-Depth (you want 8-bit).
Also, some JPEG's can be Progressive, in that when used on the Web, they load with increasingly higher-rez versions, until the final has loaded. This will not work well with Premiere, so do not save any as a Progressive JPEG.
I just learned this mac-based trick. Open the image in question in Preview. Export it, cranking the quality slider up to full. Try reimporting into your Adobe product. Worked for me in Premiere Pro CC 2017 and Photoshop CC 2017 with a bunch of troublesome jpegs.
The single biggest issue is the resolution of the slides.
You should not use slides that are much larger than a 1920x1080 video frame in your video projects. In my books, I recommend no larger than 2500x1875 pixels in size (at 72 ppi).
The program does have a size limitation, and that may be what is causing your errors. If you're using photos directly from a 10 megapixel camera, for instance, the program may reject your photos for being too large.
What is the measurement in pixels of your photos?
I use JPEG images in all of my PRE videos. My general videos consists of 720 x 1280 video on the right and a 1000 x 800 jpeg on the left. I first create my images and their labels in PNG format for editing layers. Once all of that is done, I 'save as' in .jpg format. Then, rather than loading the images to the Timeline, I load them to the Project Assets window. First the video is moved from Project Assets, and then to a video layer above the video.
If your jpegs are corrupted they shouldn't load in any graphic app, but if they load in say Photoshop, GIMP or Fireworks and they will not be accepted by PRE, load them in one of those other apps and first save them as PNG and then reload the PNG and save as JPEG,