Hello! I had the same problem and this fixed:

1. Uninstall Opera GX
2. Press Windows Key + R, then hit enter and write: "%appdata%"
3. Delete the folder named "Opera Software"
4. (Again) Press Windows Key + R, then hit enter and write: "%localappdata%"
5. (Again) Delete the folder named "Opera Software"
6. Restart your PC <--------- Very Important
7. Download and Run as Administrator the Opera GX setup
8. Done

This worked for me! Please reply if this does not work.