Before making any change, right clicking the file gave a menu where the selections:
Open with "Movie Player"
Open with ...
<snip>
Properties
After choosing Properties and using the "Open With" tab to add the VLC player and set it as the default, right clicking the file open a menu with the selections:
Open with ...
<snip>
Properties
IOW, giving the appearance there is no default Open with. Furthermore, the Open With submenu does not show VLC although the Open With tab of Properties DOES still show VLC as the default. However, double clicking on the file yields the message:
Cannot open go_open-1x01.ogm
The filename "go_open-1x01.ogm" indicates that this file is of type "OGM video". The contents of the file indicate that the file is of type "Ogg Theora video". If you open this file, the file might present a security risk to your system.
Do not open the file unless you created the file yourself, or received the file from a trusted source. To open the file, rename the file to the correct extension for "Ogg Theora video", then open the file normally. Alternatively, use the Open With menu to choose a specific application for the file.
There is no apparent way to determine what is putting out the message though since the only option is to close the window. Opening the file directly from VLC does still work and if I use the Open With Submenu, select Open with other application and choose VLC, that works. I also rebooted (easiest way for a novice to be sure everything got the new setting) and re-verified this.
BTW, there do not seem to be any such setting in the gnome file browser (nautilus) that I can find.