This happened a lot when Discord was a newer application. If you click Discord and it doesn't open, open your task manager and verify that it shows the process running. If it does kill it and try again. If it persists and doesn't want to open, try running it as an administrator. Right click the shortcut (or right click the taskbar icon, and right click the program name) and click Properties. Go to the Compatibility tab, and check the Administrator box. If that still doesn't fix it, uninstall and reinstall it.