Are you trying to install Opera on another drive by any chance? Are you running the installer on that drive or your system drive?
If you're trying to install Opera on another drive, what filesystem is on the target drive? NTFS or FAT32/extFAT?
I'd also try to install with the offline package at https://www.opera.com/download#opera-browser to see if you have better results.
Before trying to install again, I'd open up the Windows Task Manager and make sure there are no Opera installer processes running. Then, I'd delete all files and folders in your "C:\Usres\yourusername\AppData\Local\temp" folder. Might be good to clear "C:\Windows\temp" also.