My games don't start when I open them, I have to delete the process (.exe) and than open it again. I don't know what to do... Please help, I'm noob.

you what? you have deleted .exe and are wondering why it dont work? you are not a noob, you are an idiot. how do you think program (game) gona work without its executable file ? same as car without engine.
first : write your computer specifications here: cpu, video, ram, os
second: run respectable antivirus scan on whole computer then report results here.
third: run verify option from gog galaxy on those games

If I read the post of Miltonek correctly, then it said "I have to delete the process (.exe)". The PROCESS, not the .exe!!!
I think you owe Miltonek an apology.
I must also say that this is the first time that I've seen language like this on this forum, and I'd be glad not to see such language again.
Finally, the first two of your recommendations make sense, but the third one assumes that Miltonek is using Galaxy, which may or may not be the case (I, for example, don't).

@Miltonek: Please don't assume that posts like ciberzombie's are common on this forum, and don't give up on asking questions here.
To describe a problem as precisely as possible is highly recommended indeed. That you have to terminate the process is clear enough, but you don't say what happens when you start it again: Does the game run then? Does it run after you've tried x times, or never? And why do you post in the Oblivion forum, when the problem affects ALL games? Does it really affect all games? Do other non-game processes work, like your internet browser, your anti-virus software (if you don't have one installed, you ought to do it immediately), a word-processor or editor, etc.?
And most importantly, what does "don't start" mean? Does nothing visible happen. or is there an error message of any kind? How do you terminate the process? Using the task manager? If yes, does the process information like CPU usage, etc. displayed in the task manager change, when you watch the display before closing the process, or does it say something like "inactive" or so?
On the other hand, if the problem affects Oblivion only, then I advise you to search this forum for discussions concerning this topic - that Oblivion refuses to start is discussed a couple of times per year.