In Settings -> Apps -> Default Apps -> Choose defaults by file type (scroll way down the page to see the option), type .jar in the "Search for a file type" field at the top and press enter (or scroll through the whole list to look for .jar).

Do you see an entry for .jar?

If so, it probably is associated with Opera. You can click the little button to the right of it to change what program is associated with it. If you have the Java Runtime Environment, you could change it to run with javaw.exe for example if you want double-left-clicking on Java programs as jar files to automatically open. But, that's not really recommended for security reasons unless you know what you're doing.

If you don't have the Java Runtime Environment installed (likely the case these days) or don't want to do that, you're going to want to associate it with something like 7-zip or WinRar, which should be options if they're installed. If not, you should be able to right-click on a .jar file, choose "open with", select 7-zip or Winrar, and choose "Set default". That way .jar files will be associated with one of them instead of Opera. This is likely what you want if you're just going to extract the jar file with one of them to get the contents of it.

Now, if you don't want .jar files associated with anything, you're going to want to remove the .jar file association altogether. To do that, you're going to have to remove it from the Windows registry.

Hit Windows key + r, type regedit and press enter to open Regedit.

You're going to want to right-click on the "HKEY_CURRENT_USER\Software\Classes\.jar" key and choose "delete". You'll want to do the same with the "HKEY_CURRENT_USER\Software\Classes\jar_auto_file" key. Once that's done, make sure "HKEY_CLASSES_ROOT\.jar" and "HKEY_CLASSES_ROOT\jar_auto_file" are gone (they should be). Then, for good measure, check for the existence of "HKEY_LOCAL_MACHINE\Software\Classes\.jar" and "HKEY_LOCAL_MACHINE\Software\Classes\jar_auto_file" and delete those too if present.

Then, in the right-hand pane for the "HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\ApplicationAssociationToasts" key, right-click the Applications\opera.exe_.jar entry and choose "delete". Then, look for another entry in that pane that has .jar in it that looks like AppXkv2jqn1pq8ajm0p5dhgqde7aafykkrrn_.jar and delete that too. Then, delete jar_auto_file_.jar in that pane.

Then, delete the "HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\FileExts\.jar" key.

Then, restart Windows or right-click the Windows taskbar, choose "Task Manager", switch to the "Processes" tab if it's not already there, select "Windows Explorer" and click "Restart task".

Then you should be good to go.