So imagine you're playing a game of "telephone" with your friends. You whisper a message in someone's ear, and they whisper it to the next person, and so on. By the time the message gets to the last person, it might be very different from the original message you started with, because people might mishear or misunderstand what they hear, or they might add their own ideas to it.
A "dossier" is like a fancy word for a big document or file with a lot of information in it.
So a "dodgy dossier" means a big file of information that might not be completely true or accurate. It's like if someone wrote down a bunch of rumors or lies about someone, and then tried to pass it off as true information.
In the case of the "dodgy dossier" that's been in the news, it's a big file of information that some people say was put together to make it seem like a certain person (Donald Trump) had done some bad things. But other people say that the information in the file might not be accurate, and that some parts of it might even be made up. So it's called a "dodgy dossier" because it might not be completely truthful or reliable.