UnicodeDecodeError when downloading GLUE-MNLI
On Windows Python supports Unicode almost everywhere, but one of the notable exceptions is open() where it uses the locale encoding schema. So platform independent python scripts would always set the encoding='utf-8' in calls to open explicitly. 
In the meantime: since Python 3.7 Windows users can set the default encoding for everything including open() to Unicode by setting this environment variable: set PYTHONUTF8=1 (details can be found in [PEP 540](https://www.python.org/dev/peps/pep-0540/))

For me this fixed the problem described by the OP.
When I run
```python
dataset = nlp.load_dataset('glue', 'mnli')
```
I get an encoding error (could it be because I'm using Windows?) :
```python
# Lots of error log lines later...
~\Miniconda3\envs\nlp\lib\site-packages\tqdm\std.py in __iter__(self)
   1128         try:
-> 1129             for obj in iterable:
   1130                 yield obj

~\Miniconda3\envs\nlp\lib\site-packages\nlp\datasets\glue\5256cc2368cf84497abef1f1a5f66648522d5854b225162148cb8fc78a5a91cc\glue.py in _generate_examples(self, data_file, split, mrpc_files)
    529 
--> 530                 for n, row in enumerate(reader):
    531                     if is_cola_non_test:

~\Miniconda3\envs\nlp\lib\csv.py in __next__(self)
    110             self.fieldnames
--> 111         row = next(self.reader)
    112         self.line_num = self.reader.line_num

~\Miniconda3\envs\nlp\lib\encodings\cp1252.py in decode(self, input, final)
     22     def decode(self, input, final=False):
---> 23         return codecs.charmap_decode(input,self.errors,decoding_table)[0]
     24 

UnicodeDecodeError: 'charmap' codec can't decode byte 0x9d in position 6744: character maps to <undefined>
```
Anyway this can be solved by specifying to decode in UTF when reading the csv file. I am proposing a PR if that's okay.
UnicodeDecodeError when downloading GLUE-MNLI 
 When I run
```python
dataset = nlp.load_dataset('glue', 'mnli')
```
I get an encoding error (could it be because I'm using Windows?) :
```python
# Lots of error log lines later...
~\Miniconda3\envs\nlp\lib\site-packages\tqdm\std.py in __iter__(self)
   1128         try:
-> 1129             for obj in iterable:
   1130                 yield obj

~\Miniconda3\envs\nlp\lib\site-packages\nlp\datasets\glue\5256cc2368cf84497abef1f1a5f66648522d5854b225162148cb8fc78a5a91cc\glue.py in _generate_examples(self, data_file, split, mrpc_files)
    529 
--> 530                 for n, row in enumerate(reader):
    531                     if is_cola_non_test:

~\Miniconda3\envs\nlp\lib\csv.py in __next__(self)
    110             self.fieldnames
--> 111         row = next(self.reader)
    112         self.line_num = self.reader.line_num

~\Miniconda3\envs\nlp\lib\encodings\cp1252.py in decode(self, input, final)
     22     def decode(self, input, final=False):
---> 23         return codecs.charmap_decode(input,self.errors,decoding_table)[0]
     24 

UnicodeDecodeError: 'charmap' codec can't decode byte 0x9d in position 6744: character maps to <undefined>
```
Anyway this can be solved by specifying to decode in UTF when reading the csv file. I am proposing a PR if that's okay. 
 On Windows Python supports Unicode almost everywhere, but one of the notable exceptions is open() where it uses the locale encoding schema. So platform independent python scripts would always set the encoding='utf-8' in calls to open explicitly. 
In the meantime: since Python 3.7 Windows users can set the default encoding for everything including open() to Unicode by setting this environment variable: set PYTHONUTF8=1 (details can be found in [PEP 540](https://www.python.org/dev/peps/pep-0540/))

For me this fixed the problem described by the OP.