Hi Littlebittsy! Don't worry, you're not stupid - game formats can be weird sometimes. ;) For this game, you can either use the itch platform like Eurasia suggested, or you can unzip the ZIP file you downloaded. Once it's unzipped, you'll see an application inside called "The Pirate Mermaid (Demo).exe" - double click on that application to start the game. Hope that helps, and let us know if there are any problems!