If the file doesn't have ".mp4" at the end, it may not open. You can manually rename the file to include the .mp4 extension.
To see what is inside without playing it, right-click the file and select Properties (Windows) or Get Info (Mac) to view details like the recording length and resolution. Download VID 20440720 084443 139 mp4
The filename appears to be an automated name generated by a mobile device or camera. The numbers typically represent the date and time the video was recorded (in this case, July 20, 2044, at 08:44:43 AM). If the file doesn't have "