If the file won't open, you can try "transcoding" it. Drop 39263.mp4 into Handbrake and convert it to a standard "Web Optimized" preset.
Randomly numbered files can sometimes be suspicious. Before double-clicking, run a quick check: 39263mp4
This ensures that your operating system can index the file correctly, making it searchable in the future. If the file won't open, you can try "transcoding" it