If you didn't expect a video from the person or site providing the link, it is safest to delete it.
If you found this in a shared folder or a chat, it simply means the sender didn't rename the file before uploading. video_2021-11-11_16-23-50.mp4
While the file is likely just a video, generic filenames are sometimes used to hide malicious scripts. Run it through a site like VirusTotal before opening. If you didn't expect a video from the