Macintosh HD... Uh oh!

So, I'm cleaning out my HD. If I click on a disk image thingy and a window pops up titled WARNING and it says THE FOLLOWING DISK IMAGES FAILED TO MOUNT and it says the image name then NOT RECOGNIZED.

My question... can I delete things like this without doing harm to my Mac?
And what other windows might pop up that I can delete?

Sorry, my computer lingo is a little... I don't know computer lingo.

Do you know what the disk image is? Is it something you downloaded yourself? If it is than you should be fine deleting it. It sounds like it's corrupted anyway.

Where was it located on your system, just to be sure. I can't think of any system files that would be in a .dmg, but I could be wrong.

I did not know that about Disk Image. Thank again.

It's just under Macintosh HD.