LE, the below "solution" works only for FMC v.6.3.x and v.6.4.x
Unfortunately in v.6.5, the ability to disable the FMC CLI was deprecated, so the only possibility is to execute the scp command only directly in the FMC and use a remote SSH server to transfer files (Linux box or Open SSH for Windows).
For v.6.3 and 6.4, here is the solution for WinSCP's failure to connect with the error message:
Error skipping startup message. Your shell is probably incompatible with the application (BASH is recommended).
You need to go in the GUI of the FMC, in System > Configuration > Console Configuration and disable the option "Enable CLI Access". Then press <Save> and try to logon with a ssh client (e.g. Putty) to the FMC management IP. If after you enter the password, you get directly the Linux shell prompt (e.g. admin@test-fmc-01:~$ ), then WinSCP should work correctly also.
If you still get the FMC CLI ( just the symbol ">" ), then make sure you've pressed the <Save> button (ask me how I know ;-))
After I've disabled this option, I could logon to the FMC v.6.4.0.8 with WinSCP, like expected.
You can read here about the option "Enable CLI Access": About the Firepower Management Center CLI
