It seems that the file association (which tells Windows which program to use) has become corrupt.
Go to the document and right-click on it. Select 'Open with'. Even if you see the name of the program you want (such as Microsoft Word) offered to you, DON'T click on it. Instead click on 'Choose program . . '. Then look through the list for the program you want the document to open with. (I'm guessing that it might be Microsoft Word but, since you've not told us which word processor you use, I can't be sure). Click on that program AND click to put a tick alongside 'Always use this program to open this kind of file'. Click 'Open'.
(In the unlikely chance that the program you want isn't listed you'll need to click 'Browse' to locate it. If you're not sure how to do that, post again and tell us which program you want the document to open with).
Chris