File Question

This is definitely a noob-y question but I just wanted to ask so I don't panic or whatever. I apologize if this is a stupid question/concern.

I had clicked on a link for a .net website and it ended up automatically downloading a file, but it had first asked what I wanted to do with it (first photo). I went into my downloads and it was one of those incomplete (?) files (has the c and downloads in the name? Can't remember exactly). I deleted it immediately because it caught me off guard.

.mid files deal with audio, right? I can see from the logo of the file that it seems to be. I just wanted to double check I couldn't possibly get anything from this file. But also, if it says canceled, did it ever really download in the first place?

I'm only asking because I've never had a file auto-download like that and I've had sort of traumatizing experiences with viruses in the past 😭

Again, I apologize if my question is stupid.
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