The sentence "Il parle _ affaire impossible" requires the correct preposition + article combination after the verb parler. In French, parler de means "to talk about," so the construction is parler de + article + noun.
The noun affaire is feminine singular. Since affaire begins with a vowel, the preposition de combined with the indefinite article une contracts to d'une through elision.
The sentence therefore reads: "Il parle d'une affaire impossible" - "He is talking about an impossible matter."
The indefinite article une is correct here because the sentence refers to a non-specific, unidentified matter. If a specific, previously identified matter were intended, the definite form de l'affaire would be used instead. D'un is masculine and does not agree with the feminine noun affaire. De la would not appear before a vowel-initial noun (it would become de l'). D'en is not a valid article construction in this context.