I'm trying to enable the handles of Control Points in a Curve that I got from Mesh, selecting the Control Points and pressing V didn't get any results, I tried all types of Control Points. Anyone knows how to solve this? Thanks!
Toggle Edit Mode and set Spline Type to Bezier.
Tool Shelf T > Tools > Curve Tools > Set Spline Type:
Here is an explanation from the Blender Reference Manual:
Mesh objects that consist of a series of connected vertices can be converted into curve objects. The resulting curve will be a Poly curve type, but can be converted to have smooth segments as described above.