so, I'm very new to itch.io however I can't even download one game (that's not my neighborhood) all of the window's options will download then won't work when i try to open them and i have no clue what to do. 

Checking their page, I have found this devlog: https://nachogames.itch.io/thats-not-my-neighbor/devlog/708650/read-if-you-have-...

Have you tried these steps?

That being said, I do not know this game - so try deactivating your antivirus (or rather try setting the game on the whitelist of your antivirus, never just deactivate it permanently without very good reason) at your own discretion.