Hi There....I have done similar things in 2014, just with fewer points. So, for instance camshaft lobe surface profiles or aerodynamic profiles. The steps I follow sound similar to what you were trying to do..
Create XYZ curve.
Create a sketch on the same plane
Convert the sketch.
The datapoints in my work are far less numerous (like 360), but I think the more likely problem is the following difference. I enter zeros in whichever axis is not part of the plane that I eventually create the sketch on (typically for me all Z =0). I often then create a block from the sketch so that I can place the cross section on whatever plane is required.
If you are wanting to create an extrusion, I think they will need to be on the same plane. There are smarter SolidWorks users out there who should feel free to correct me here.
The error message that you received sounds like it could be that not all of your points are on the same preexisting plane.
If all of your points are on the same plane, but just not aligned with one of the pre-existing planes, I would try creating a plane using three of the points in your data set. As I write this I am a bit worried that you will suffer from very small discrepancies in the position of the points (is it zero or 1e-11 for instance). If that is the case, I think you will have to find a way to rotate all of the three dimensional data so that all of one axis is as close to zero as possible and then force it to zero. This is possible using matrix manipulations, and not an easy road to do once.
Best of luck! For any other forum readers, please don't let my response dissuade you from commenting on this discussion.
Thank you for your well detailed reply Alan!
I'll try adjusting/reducing the point density and try it again when I get back in the office.
Also will try the 3 point plane and verigying my zeros as far out as possbile on the spread sheet.
Reducing my points and ensuring the points being imported were on the same plane (Zero in my case only went to 4 digits) did the trick.
Once again, Thank you Alan.