The error indeed indicates there are illegal characters in the path. We performed some tests to checkout branches having special character like '_' and it went fine so far when checking out such branch, trying in the Version Control -> Branches view of the In-Browser Client. Currently, we are also not aware of a reason for failing.
In order to investigate the case further, would you please elaborate more on your exact setup:
1. Would you confirm you use the In-Browser IDE
2. What is the specific branch you try to checkout? Does it contain any other special characters?
3. What are the exact steps to perform so that we ca verify the case on our side?
As a side note, you can share those details in particular in a new support ticket so that this information to be kept privately.