Look at the screenshot. I want to select the non-blue button with a keyboard shortcut. What is it?
Tab key to navigate the focus between buttons, and press the space bar when a button is selected.
The effect is as above image. When a blue box around a button, press the space bar, the button will be "pressed".
If you found that the focus cannot be set to the button, pen the Keyboard preference, and config it as following:
@kukoo is right — also, for many pop-up dialogs, pressing ⌘ + <First letter in the button> works.
That means you could reach the "Use .csv" button by pressing ⌘ + U.