You may be clicking on a temporary file (filename.idlk) InDesign creates to prevent others from concurrently opening the file.
(The presence of a .idlk file may indicate the file was not closed properly. You can delete .idlk files if needed only if the actual document is no longer open)
Try to open the file from InDesign rather than Finder/Explorer. InDesign will only show valid files from it's Open dialog.