Chances are that's the recovery file from a photoshop crash.
If you you right click on the document tab, you should be able to get to the file if you click on Reveal in Explorer or Reveal in Finder.
Nope -- I already noted that I cannot right click on the file. I am on a Mac. Nothing happens, it does not open in Finder or offer an option to reveal it. Any other suggestions?
Sounds like you are not using tabs then and your using floating document windows.
In that case you should be able to Command-click on the name of the file in the window title.
My Wacom tablet was not allowing me to do either of those steps, my pen tool may be broken. I found my old mouse and tried it, that brought it up in finder and I deleted the file. Problem solved finally, thank you