Can you feed the input into a debug node and post a screenshot please? [Edit] If the debug says it is a string then feed it into a JSON node then into your function.
Are you sure that that is all contained in msg.payload (so it would be msg.payload.RfReceived.Data or might it be outside msg.payload an be msg.RfReceived.Data?
Thanks for looking at it. This is the whole object: {"topic":"tele/bridge1/RESULT","payload":"{\"Time\":\"2020-08-12T21:32:18\",\"RfReceived\":{\"Sync\":13080,\"Low\":420,\"High\":1270,\"Data\":\"DD80F2\",\"RfKey\":\"None\"}}","qos":0,"retain":false,"_msgid":"ae7c74e7.0c06a8"}
Your payload is a string. Either feed it through a JSON node or set your mqtt in node to automatically parse JSON strings. Then you can simply copy the path to the item of interest from the debug window copy path button.