I'm assuming the OP is suggesting a dialogue box when you click a download asking "Run" "Save" "Save As" or "Cancel"
I'd like to see this as I almost always have to right click then "Save linked content as..."
Many times I will accidentally click it and it goes straight to my downloads folder, causing me to have to do more file organization
If the downloads tab ... thing in the top right corner could remove the download instead of just pausing it, that would be great as well, instead of having to pause the download, open the "show more" downloads tab, THEN remove the download.
Either a dialogue box as suggested, or a remove this download button in the downloads drop down menu in the top right corner.
Please please PLEASE
I've used Opera for years, and this is the first suggestion I've ever had.