If the headers are removed, then you can trust the error message more. If the GTF doesn’t contain lines with “exon” in the third column (feature), you’ll need to find a version for your genome species/build that has that annotated data content OR try generating that data with the tool gffread as explained in the FAQ.
You are mapping against Mouse, correct? If you cannot generate a GTF with the annotation you have now – most public Galaxy servers host UCSC’s version of genome assemblies when available for a species and UCSC hosts the matching annotation GTFs. Those represent annotation from one or more “Gene and Gene Prediction” tracks. Find the files in their Downloads area (avoid the Table Browser – the data is usually too large to extract). Make sure the GTF’s genome build “database” is exactly the same as the reference genome “database” that you are mapping against.
mm10 here Index of /goldenPath/mm10/bigZips/genes
mm39 here Index of /goldenPath/mm39/bigZips/genes
The path is similar for other UCSC genome databases indexed for mapping tools. Copy the URL for the GTF file, paste that into the Upload tool, and leave all settings at default. The GTF will automatically uncompress and be ready to use without other formatting changes.
https://hgdownload.soe.ucsc.edu/goldenPath/<database>/bigZips/genes/
One of these options should work.