Could you please let me know if you are using the Nikon Transfer Software to move the images to your computer.
Also if you could please copy the images from the Card to a Folder on computer and then import then in Lightroom.
I have a D800 and I have no problem. I import the images from the CF card directly via LR CC
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Expanding on Tanuj's response, old versions of Nikon Transfer when used on NEF files from newer cameras are known to corrupt the NEF files. If you are using Nikon Transfer to copy the images off your memory cards, make sure you are using the most recent version of Nikon Transfer.
In the larger view, there is no reason to use Nikon Transfer.
I have been downloading files directly from Nikon D800 but with the latest update to Lightroom it does not recognise it. Will try loading via the card but would prefer not to have to do it this way. Bryan
Placing the card from the camera into the back of the iMac worked well. Bryan
"In the larger view, there is no reason to use Nikon Transfer."
As someone who has used NikonTransfer/NikonTransfer2 with my nefs for the past ten years or so, the main reason that I have used it is that it has proved more reliable than Lightroom's Import process in the past, and had a few more tricks up its sleeve than LR did.
Out of interest, I just tried the current LR Import that everyone is complaining about, and it worked fine!!
So I may swap eventually, but of course, both NikonTransfer/NikonTransfer2 (part of NikonView/ViewNX/ViewNX-i ) have to be kept up-to-date to cope with new cameras, just as LR/DngConverter/CameraRaw have to be kept up-to-date. Nikon provides an updater to do this, just as Adobe do.