CSV stands for Comma Separated Values. It is a generic spreadsheet-type format, so you can open the files with any spreadsheet software (like Excel, OpenOffice Calc or if you're really old Lotus 1-2-3). You can also open it with any text editor (like Notepad).
If you're wanting to import cache data into c:geo, pick GPX. The GPXs on Geocaching.com can only be created by premium members, but the files can be used by anyone and most geocaching software can read them.