Here is a list of
Common File Extensions. Some programs handle many types of file extensions and can often handle even more if the proper codecs are installed, example Windows Media Player handles many audio & video formats. Other extensions may be very specialized and require their own program, example SWF files need ShockWave Flash installed.
Recommendations:
I would say that most every computer should have some form of office software: Microsoft Office (paid software) or
LibreOffice (freeware) to handle documents and spreadsheets.
If you like to play audio/video then you will likely need to add some codecs. Normally you want a good all around codec package, rather than installing several. Personally I like
K-Lite standard (but use the install options and don't install their video player). To play video you can use the Windows Media Player (WMP12) which comes in W7 or if you want a better video player install
VLC.
Adobe Flash and
Microsoft Silverlight are needed to display video on webpages. You likely already have these because when you need them, a window pops up offering to install them.
And you need some form of PDF reader.
HERE is a list of the better ones. Pick one.
... If you have all these things and you still get a message then tell us the website and the file extension, if you can find it, and we'll take a look.